Wow! I can't believe no one knows how to do this.

Including me.

Back in the 98 days, I used to be able to by copying shortcuts to a particular folder I think. I'm not sure where though. I will try to find the answer.

Yeah, it's a simple registry tweak:

In section HKEY_CLASSES_ROOT \ *

If there's no "shell" key, add it.

Under "shell", add a key "open"

Edit the string "default" to whatever you want to show up in pop-up menu, like "Open with Notepad"

Under "open", add a key "command"

Edit the string "default" - put the command there, for example "notepad.exe %1"

New OSs (2k, XP, .NET, ..) are trying to be smarter than you, so you have to delete/rename another registry key before it works with every file:

..but damn, I can't remember it anymore..
It's buried in CLSID section, search for "MayChangeDefaultMenu", the CLSID is mentioned in "shellex" key..

To add "Open Containing Folder" to all files/shortcuts on your computer;

Code:

Windows Registry Editor Version 5.00

[HKEY_CLASSES_ROOT\*\Shell\XQXSETCMD1]
@="Open Containing Folder"

[HKEY_CLASSES_ROOT\*\Shell\XQXSETCMD1\Command]
@="explorer /select,%1"

[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\*\Shell\XQXSETCMD1]
@="Open Containing Folder"

[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\*\Shell\XQXSETCMD1\Command]
@="explorer /select,%1"

As you can see from the output this is from X-Setup, you should be able to modify this to your needs... (or just use X-Setup