I'll also tell you how to get something to move or copy despite the wishes of Windows. The real power of Send To can be found inside the Windows folder on your hard drive. You'll see a few files in that folder. Because they're shortcuts, you can add any other shortcuts to that folder yourself. Many Windows 95 users need help with shortcuts, so I'll explain them briefly.
Shortcuts are items that represent files or folders.
Then drag the shortcut to any folder and drop it there, or put it on the desktop. The next part is really simple. Any shortcuts you add to the SendTo folder show up immediately on the Send To menu. But this simplicity hides some real sophistication. Because those shortcuts don't have to be destinations they don't have to be folders, in other words.