This one is for historical reasons, primarily.

Old Adobe Photoshop/ImageReady used to have a feature called “Jump to” which is neatly described here.

The feature was implemented via a simple directory structure located here:

• c:\Program Files\Adobe\Adobe Photoshop CS2\Helpers

and its 2 subdirectories:

• Jump To Graphics Editor
• Jump To HTML Editor

Dropping your own LNK, EXE or any executable file inside these subdirectories would enable you to extend the menu, or… replace the existing LNK file. Basically implementing a lame persistent mechanism e.g. as shown on the below pic: