How to Add items into the new sub menu

In Windows XP add program item into the new-sub-menu (Right click in desktop>new>)?

-Create blank file from the desired application (e.g. Autocad).
-Save it in %systemroot%\ShellNew\filename.ext (e.g.Untitled.dwg).
-Run registry editor (regedit).
-Under Hkey_Classes_Root look for .ext (e.g. .dwg)
-Create new key under the extension type named ShellNew.
-Create under ShellNew a string value name it FileName with a value="filename.ext" (in our example Untitled.dwg)
-Refresh or wait for seconds and check the menu list you will find the program name in it (e.g. AutoCad Drawing). To remove and Item for the list just go to regedit Hkey_Classes_Root>.ext>ShellNew and rename it e.g. to ShellNewOld