Adding "open with ..." for your favourite program, to Windows context menu

If you choose to download the portable zip version of a program, for example Sublime Text 2, then you might be missing out on the neat feature of having it added to the right-click context menu in Windows. When you select a bunch of files, and want them opened with your favourite program, theres no context menu item that says “Open in program name”, such as illustrated in this picture: This can be added through editing the registry. (take a

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