How do I edit the context file in Windows 7?

I am wondering how you would edit the context menu when you right click on the desktop. I want to be able to add the cmd there so I can open it whenever I want with just a simple right click.

I already know how to edit the Send To function through: C:\Users\<username>\AppData\Roaming\Microsoft\Windows\SendTo. I therefore assume that there is a folder which contains the commands for executing the right click options in the context menu (e.g. - personalization)

I do not want to download a program to edit the context menu, I simply want to know where the files for it are stored.

Here is a pic of the context menu if any of you are confused:

Thanks for the info. I didn't exactly follow the directions of the links you posted, but I did something similiar and it worked. Now I have to find out how to add "open cmd" to the context menu in firefox .