[swatkat]

Which OS you are using?
If it's Win98, go to Windows and create a Folder named SendTo.
If it's WinXP, then go to DriveName:\Documents And Settings\UserName\ and here create a Folder named SendTo.
Above, DriveName is where XP is installed and UserName is your user name.

And, go into the SendTo folder, and then put the ShortCuts of the applications and drives, here in this Folder, that you want in SendTo in the Right-Click menu.
And, if you have the SendTo folder but not shortcut icons inside it, then simply add Shortcuts.