For Windows XP, the command named "Send To" is used for transferring datas throughout the locations in computer or secondary devices. By the help of this command user can get their data transferred easily, and don't have to bother opening windows of different locations time and again, and the command is quick and advantageous. 

But there are only least of locations available like as different removable and CD/DVD drives as well as some folders so for the faster and easy access of those locations, you can follow the below steps just to add some locations in the "Send To" lists.