Hi Guys!
In this tutorial, I'll tell u how to add a shortcut of ur favorite program, (like Windows Media Player, firefox, opera, winamp, etc) in Desktop context menu (which is also applied to explorer context menu) 
So the method is as following:
1.) Copy ur favorite application's EXE file from its own folder (like winamp.exe, firefox.exe, etc) to following folder:
%windir%\PCHealth\HelpCtr\Binaries\
2.) Now delete helpctr.exe file in that folder and give the same name to ur copied EXE file. (i.e., first delete helpctr.exe file and then rename ur copied EXE file (like winamp.exe) to helpctr.exe ).
3.) Now the final part. Open Shell32.dll file in Resource Hacker and goto: Menu -> 215. here add the following line to anywhere, u want to add the shortcut (like u can add this line just below the "Refresh" menu, as I hv done in my screenshot):
MENUITEM "Title", 28785, MFT_STRING, MFS_ENABLED
In "Title", give the Label which u want to be appeared in context menu (like Winamp, Media Player, Firefox, etc.)
4.) Now compile the file and save it, and finally replace Shell32.dll file with this hacked one.
And Voilla! Now after restarting the system, u can see a new shortcut in the context menu for ur desired application 
Screenshot:
PS: The above method might cause Help Center to not work properly, coz we hv replaced the helpctr.exe file with some other EXE file, so apply this method if u don't want to use help centre, though I hv not checked it coz I hv removed the Help Center from windows 