Initial Problem:

In windows environment, the Send To command is used to transfer files from one location to different locations. By using this command, a user can quickly send his file between default destinations (default lists in Send To menu, for example Desktop, CD/DVD Drive, My Documents, Mail Recipient and Floppy Drive). These are the default Send To menu lists in windows XP. To increase the data transfer speed between different locations, you can add more new destination in Send To lists. 

Solution:

Follow the given steps to add new destinations to Send To lists.

First click on Start button and type sendto in Run option then press Ok button. For the list of all commands reachable from Windows Vista command promt, please press here

A window will appear with default Send To lists (Compressed (zipped) Folder, Desktop (create shortcut), Mail Recipient, My Documents). 

Now using drag-and-drop technique (or using copy and paste method), you can move any program, folders and drives shortcuts to this folder.

Now you can verify, your new shortcut is created in Send To menu.

But next times, if you want to delete any destination, then open the Sent To folder and remove the destination shortcut.