This free shell extension for windows makes it simple to add new items in the 'Send To' menu. After installation, right click on the folder/location that you want to add to the menu. Go to 'Send To' and click on the icon that reads 'Add here'. The marked location will then be added to the 'Send To' menu. Note that the application only gives the option to add items to the menu and not remove them.
Get it from: www.sendtosendto.whyeye.org