I've got 7 with several add-ons to my context menu.
Brink has the solution for 7 in this thread and suggested I try this area to out if someone else knows how.
Accessories - Cascading Desktop Context Menu
A friend has XP and would like to add Accessories & Control Panel with drop down list to his context menu. At the very least he would like to add Sound and Add/Remove programs to XP right-click.