I believe what re-sharper is doing is doing some hooks on that click event with the Visual Studio SDK I do not think there is any simple menu or location that can change that setting.
Instructions (pulled from CODE Magazine) edited down a bit to the part that pertainst to making the right click menus.
Creating a VSPackage
...The VS SDK installs a few more project
templates in Visual Studio, one of
them being the Visual Studio
Integration Package (Figure 1),
located under Other Project Types >
Extensibility on the New Project
dialog box.
After this standard dialog box, the
Visual Studio Integration Package
Wizard guides you through creating the
new package project:
- Select a programming language. The wizard currently supports Visual
C++ and Visual C#. You can create or
pick a key file to sign the new
package.
- Supply basic VSPackage information. The wizard prompts you
for details such as the company name,
VSPackage name, version, icon,
detailed information, and minimum
Visual Studio edition (such as
Professional or Enterprise) that the
package is designed to at this step.
This information goes into the Visual
Studio splash screen and About dialog
box and is also used to request a PLK
for the package (covered later).
- Select VSPackage options. A package may add three types of
functionality: Menu Command, Tool
Window, and Custom Editor.
A menu command is a command added either to the menu
at the top of Visual Studio or
to a context menu (right-click).
When the wizard finishes its job, the
VS SDK adds core elements to the
solution to support the new package.
For instance, if you selected Tool
Window as part of the functionality
for the package, the project contains
a user control where you should place
the visual controls for the window.
The project also contains files for
.NET code to handle the functionality
that you will add to the package.
A CtcComponents folder contains
pseudo-C++ files (ctc files) where you
define things like menu, groups,
buttons, etc. Fortunately, Microsoft
is phasing out CTC files and replacing
them with a friendlier, XML-based VSCT
file format (which will ship in the
SDK for Visual Studio 2008).
The wizard creates a few other files
with .NET code required for the
plumbing of the package within Visual
Studio. Some of these files contain
classes that map the C++ constants to
.NET constants and other files contain
configuration information for the
package when it’s installed.