Windows Explorer add-ons

What you want is called Shell Extensions, are in-process COM objects which extends the abilities of Windows operating system.

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you can see these links

• The Complete Idiot's Guide to Writing Shell Extensions - Index
• Registering Shell Extensions

Bye.

Explorer allows DLLs to register as shell extensions. A shell extension can provide context menu items, icon overlays and numerous other features. It does this by exposing certain COM interfaces which Explorer calls e.g. prior to displaying a menu or icon. Here's the MSDN home page for shell extensibility -- though oddly enough the stuff about context menus and icon overlays no longer seems to be there -- you may have to try the offline SDK under Win32 and COM Development | User Interface | Windows User Experience | Windows Shell | Shell Developer's Guide | Integration of Applications into the Shell.