I can help u out for XP (I donno about Vista)....
Just go to:-
%Systemdrive%:\Documents and Settings\Username\SendTo
And paste it here ur application's shortcut, after this u will get the application in the SendTo option.......
N.B.:-%Systemdrive% - ur system drive (eg. C:\)
Username - ur username.....
*webpages.charter.net/kylegdb/smilies/redxdance.gif