Marc Orchant passes along a tip from PC Magazine that explains how to edit the registry to add “Send” and “Copy” commands to Windows Explorer and concludes with this comment:
After performing this tweak, you’ll have two new context menu commands: “Move to Folder” and “Copy to Folder”. Apparently this stuff is built into Windows but hidden for some mysterious reason.
Mysterious perhaps, but the reason is explained by no less an authority than Raymond Chen, the author of the original power toy for Windows, Tweak UI, in his February 2004 blog post, “What goes wrong when you add “Copy To” to the context menu”:
The “Copy to Folder” and “Move to Folder” options weren’t designed to be on the context menu. They were only meant to be placed in Explorer’s toolbar. (Right-click a blank space on your toolbar, select Customize, and pick “Move To” or “Copy To” from the list of available buttons.) If you add them to the context menu, you may notice that the “Copy To” and “Move To” dialogs start showing up when you really aren’t expecting them, for example, whenever you double-click an attachment in Outlook.
If you do the customization that Raymond suggests, you end up with toolbar buttons that look like this:
There are other tweaks widely publicized on various tip sites that have unpleasant side-effects as well. In this case, the effects are only annoying. If you want to add the context menus to Explorer, nothing bad will happen, but be prepared for an occasional annoyance!
(Oh, and Marc, how come I’m not in your blogroll?!)
Ed Bott 
Thanks for the clarification Ed. I’ve updated my post with a link to yours.
Oh… and I added you to my blogrolls – an oversight easily corrected ;^)
You can access them from the context menu anyway – well, sort of. Select the file(s) and drag them using the right mouse button. Let the button go once you’re on the target and you get the options to Copy here, Move here, Create Shortcuts here and Cancel.