NOTE: This has been tested only on Windows XP. If anyone wants to comment on wheather it works on previous versions of Windows or even on Vista then please do.
To add an option to send something to the Quick Launch, open up your send to folder at:
C:\Documents and Settings\<USERNAME>\SendTo
NOTE: It may be different depending on your language and main drive letter. You may also have to enable hidden files.
Make a new shortcut and have it point to the following path:
C:\Documents and Settings\<USERNAME>\Application Data\Microsoft\Internet Explorer\Quick Launch
NOTE: It may be different depending on your language and main drive letter.
Now, when you right click on a file and go to Send To, it will show a Quick Launch option.