If the Send-To-X Power Toy is not one of my favorite power toys, it is definitely one of the most useful I have found.

Here's the 50,000 foot overview:

*** SEND TO X

Adds the following new commands to your "Send To" menu:

  - Send To Any Folder
  - Send To Clipboard as Contents
  - Send To Clipboard as Name
  - Send To Command Line

Even though it is a Windows 95 Power Toy, I've used it on Windows XP, etc. with no problems. [Read: You should set a system restore point because you know better. You were warned.]

Page Brooks has made a shell extension that does the key parts. The Send-To-X can work on multiple files, not sure if his can.

Here's the full read me text for the Send-To-X power toy.

    Send To Extensions
 
    Microsoft Windows 95 PowerToys
 
    Copyright 1995-1996 Microsoft Corporation
 
    * Send To... Any Folder
 
  Send a file or files to Any Folder, and you will be shown
  a dialog box that lets you choose where the files should
  be copied or moved.
 
    * Send To... Clipboard as Name
 
  Send a file or files to the Clipboard as Name, and the names
  of the files are placed on the clipboard.
 
    * Send To... Clipboard as Contents
 
  Send a file to the Clipboard as Contents, and the contents
  of the file are placed on the clipboard.
 
    * Send To... Command Line
 
  Send a file to the Command Line, and the "Run" dialog appears,
  with name of the file already typed in for you.
 
    * Send To... Mail Recipient
 
  Send a file or files to a Mail Recipient, and a mail message
  will be created with the file(s) already attached.
 
  There are three types of mail recipients.  You probably will
  need only one of them. In the "Add/Remove Programs" section
  of the Control Panel, double-click "Send To Extensions" to
  remove the ones you don't need.
 
  "Mail Recipient MAPI" sends the message via the Microsoft MAPI
  protocol.  MAPI is supported by Microsoft Mail 3.x and Microsoft
  Exchange.
 
  "Mail Recipient CMC" sends the message via the Common
  Messaging Calls protocol, a protocol defined by the X.400 API
  association.  CMC is supported by Microsoft Exchange, and
  possibly other mail programs.
 
  "Internet Mail Recipient" sends the message via Microsoft Internet
  Mail and News.  It doesn't really work yet, but at least you know
  that I'm thinking about it.
 
    Tips and tricks:
 
    * To add/remove selected extensions, double-click "Send To
  Extensions PowerToy" in Control Panel: Add/Remove Programs.
 
    * To change the name of an item in your Send To menu, click
  the Start button, select "Run", then type "sendto".  This
  will open a folder view on your Send To menu, at which point
  you can create, rename or remove items.
 
    * When the Send To menu is open, if you hold down the Control
  key while you click on the extension you want to send the
  file to, the behavior will change slightly.
 
  *   Send To... Any Folder will copy the files with their
      short names.  (Normally, it copies the long names.)
 
  *   Send To... Clipboard as Name will copy the short file
      names to the clipboard.  (Normally, it copies the long
      file name.)
 
  *   Send To... Clipboard as Contents will display a dialog
      box allowing you to override its choice of file content
      type.  Note that if you pick a type that does not match
      the actual type of the file, the data won't quite appear
      the way you intended, if it appears at all.
 
  *   Send To... Command Line will put the short file name
      on the command line.  (Normally, it puts the long file
      name on the command line.)
 
  *   Send To... Mail Recipient will attach the files with
      their short names.  (Normally, the long file name is used.)
 
    Limitations:
 
    * Send To... Clipboard as Contents
 
  If the file does not contain a recognized format, the
  clipboard won't contain anything terribly interesting.
 
  You cannot send folders or multiple files to the clipboard
  as contents.
 
    * Send To... Command Line
 
  You cannot send multiple items to the command line.
 
  To add more than one item to the command line, you can
  drag them onto the "Run" dialog box, and they will be
  added.
 
    * Send To... Mail Recipient
 
  You cannot send folders to mail recipients.