You'll have to write a shell extension. From what I can tell, it can be done in .net 4.0 now (although it's still recommended to do it in unmanaged code). Here's
an example provided by micorsoft. It's not beginner level stuff, and the example provided is C++ - fair warning.
If this is the first time you're reading the term "shell extension", then you might have a look here:
The Complete Idiot's Guide to Writing Shell Extensions. No offense intended - that's just the name of the article. Good luck.
- Pete