Stardock RightClick extends your Windows desktop menu by enabling you to add more options to it. It's fully skinnable and even will automatically inherit your WindowBlinds(TM) visual style. It is available on its own or as part of Object Desktop.

RightClick enables you to put programs, URLs, and a host of Windows functionality right onto the desktop menu. Moreover, you can assign a hot-key to bring it up even when your desktop is covered with other programs.