An Explorer context menu is the menu that pops up when you right-click on a file or folder form within Explorer or My Computer or any other standard file browse dialog. You see them for apps like WinZip, virus scanners, image viewers, etc. But, there is surprisingly little documentation on them, and the examples that are out there are mostly pretty poor.
I've taken the basic SHELLEX sample from the MSDN and filled in the missing parts, added multi-threading and a progress dialog and packaged it for you to use for your own applications.
A friendly warning:
If you've never seen a COM DLL before, this code may be confusing. But trust me, there are only a few sections that you will have to modify in order to add your own code.
I don't know anything about the other kinds of extensions that are possible : property pages, namespace extensions, etc. Don't ask.
This is distributed as a VC5 project. I don't know if it will work on VC4 or VC6.