You know when you rightclick an item in explorer you get an menu
The thing is that you see Add to winzip and ICQ send to user>

Yes, that's superb, how do i get 1. an icon in the menu and 2. a submenu?

In registry i found:
HKEY_CLASSES_ROOT\*\shellex\ContextMenuHandlers\ICQMenu
{f802f260-519b-11d1-bb5d-0060974c6013}
HKEY_CLASSES_ROOT\*\shellex\ContextMenuHandlers\WinZip
{E0D79300-84BE-11CE-9641-444553540000}
What's that?