To add a destination to the Send To menu
Open Windows Explorer.
Click the Documents and Settings folder on the drive where Windows 2000 is installed.
Double-click the folder of a specific user.
Double-click the SendTo folder.
Click the File menu, point to New, and then click Shortcut.
Follow the instructions on your screen.
Important
The SendTo folder is hidden by default. If it is not visible, click Tools, click Folder Options, click the View tab, and then click Show hidden files and folders.
Note
To open Windows Explorer, click Start, point to Programs, point to Accessories, and then click Windows Explorer.
This is quoted directly from the HELP on Windows 2000 Pro
Pinseaking