Folder, Disk and Files
HKEY_CLASSES_ROOT\*\shellex\ContextMenuHandlers
HKEY_CLASSES_ROOT\Directory\shell
HKEY_CLASSES_ROOT\Directory\shellex\ContextMenuHandlers
HKEY_CLASSES_ROOT\Folder\shell
HKEY_CLASSES_ROOT\Folder\shellex\ContextMenuHandlers
HKEY_CLASSES_ROOT\file\ShellEx\ContextMenuHandlers
HKEY_CLASSES_ROOT\Drive\shell
HKEY_CLASSES_ROOT\Drive\shellex\ContextMenuHandlers
- context menu IE
HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\MenuExt
- context menu "start menu"
HKEY_LOCAL_MACHINE\Software\CLASSES\Directory\shell
Take a look here :
http://www.jfitz.com/tips/rclick_custom.html