When you rightclick on the start button and then choose “Explorer”, in previous versions of Windows this would take you to your own user profile folder. This contains a folder called “SendTo”, where you can (for example) add a shortcut to notepad.
I was looking for this folder in Windows 7, but it wasn’t visible in the explorer. When I tried to type it in the address bar of the explorer I got an “access denied” message.
The trick is now to type “shell:sendto” as a location. This will take you in the familiar folder to add your shortcuts.
I found this tip at http://www.pc-active.nl/special-windows-7/206943-windows-7-supertip-bestanden-snel-kopieren.html (in Dutch).