To create a send to item under 2k/xp, run explorer, off the root you\'ll find a \'documents and settings\' folder, in here go to \'username\', (eg. \'administrator\' is in here) then go to \'send to\'
Just right click > new shortcut to create a new shortcut there to what ever you want, eg notepad
As for the new object, have you tried the reg settings advised in the kb article you referred to?