"Send To" menu

I have Windows XP on my new computer. When I right-click an icon and click "Send to" I get a menu. How can I add to or delete from this menu? I used to be able to do it when I had Windows 98 but I can't figure out how to do it in Windows XP. Thank you for your help

 

http://support.microsoft.com/default.aspx?scid=kb;EN-US;q310270

 

Powerdesk 5

I don't know if this is really what you want, but I use Windows XP Pro, and use Ontrack's Powerdesk 5. It is a shell replacement, and menu add on that works great. There are a lot of benefits that go far beyond your topic question, but it also adds a menu item called powerdesk which allows you to move, or send to any location you wish. It also allows many more options in Explorer as well.
I have used this product for years, and find it invaluable working with any version of windows.
Hope this helps.
Stan