Thank you, I had already been there as well (before I posted) but that's not it either. Before I posted you can bet I scoured the web.
I don't think that it can be done for Windows 7 yet, it seems Explorer does not expand any folder put under the shell:sendto folder like it did with WXP/98
Maybe it's my wording not explaining it correctly though, and I apologize if I didn't.
It's hard to explain in wording so that everyone can understand my point though,
and so to try and make it more clear...
Here is a Screenshot that is self-explanatory, I hope!