1. First create a shortcut of the folder you want to add.
2. Then go to "C:\Documents and Settings\YOUR_USER\" (YOUR_USER is your computer's User Name)
3. Click on Tools --> Folder Options. Then Click on the "View" Tab.
4. Click on "Show Hidden Files & Folders" Radio button . Then Click on OK.
5. You will see the "Send To" Folder.
6. Copy the Shortcut of the folder you wanted to add in the send to drop-down menu in that folder.
That's it. You can now copy the files you want directly to the location by clicking on "Send To" .