Windows has a 'send to' option in the menu that appears when you right click an icon in explorer. By default this contains only a few options.
However you can easily add your own destinations to the 'send to' menu. This is very useful if you have a folder you use for backing up files and you want to periodically move different files and folders to that location for storage.
To add items to the 'send to' command: In explorer, navigate to 'C:\documents and settings\(your user name)\Send to'
Any shortcuts to folders or applications placed in this folder will appear in the 'send to' option when you right click an icon.