Actualy, the Send To is just a folder with some shortcuts in it.
If you look in your user folder under "Documents and Settings" you will see a Send To folder. Any shortcut put in there will then show up in your Send To menu option.
The shortcut will need to be able to send the parameter by having a %1 after the name of the exe. Like this: "C\Program Files\MyProggie\MyProggie.exe" "%1"
Then in your app, you will need to be able to handle command line parameters. I haven't done this in .NET yet, so I'm not sure just how to do that.
-tg