Add the following series of keys and values to the registry at ([HKEY_CLASSES_ROOT\CLSID] or [HKEY_LOCAL_MACHINE\SOFTWARE\Classes\CLSID]). The entry can be a random number. In this example 'FD4DF9E0-E3DE-11CE-BFCF-ABCD1DE12345' 

[HKEY_CLASSES_ROOT\CLSID\{FD4DF9E0-E3DE-11CE-BFCF-ABCD1DE12345}] 
@='My Menu' 

[HKEY_CLASSES_ROOT\CLSID\{FD4DF9E0-E3DE-11CE-BFCF-ABCD1DE12345}\DefaultIcon] 
@='c:\winnt\myicon.ico' 

[HKEY_CLASSES_ROOT\CLSID\{FD4DF9E0-E3DE-11CE-BFCF-ABCD1DE12345}\InProcServer32] 
@='shell32.dll' 
'ThreadingModel'='Apartment' 

[HKEY_CLASSES_ROOT\CLSID\{FD4DF9E0-E3DE-11CE-BFCF-ABCD1DE12345}\Shell\Open My Menu\Command] 
@="c:\winnt\explorer /n /root,c:\MyFolder" 

[HKEY_CLASSES_ROOT\CLSID\{FD4DF9E0-E3DE-11CE-BFCF-ABCD1DE12345}\ShellEx\PropertySheetHandlers\{FD4DF9E0-E3DE-11CE-BFCF-ABCD1DE12345}] 

[HKEY_CLASSES_ROOT\CLSID\{FD4DF9E0-E3DE-11CE-BFCF-ABCD1DE12345}\ShellFolder] 
"Attributes"=hex:00,00,00,00 

To place the folder (which is now a system folder) on the desktop and in My Computer, add the following keys: 

[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\Desktop\NameSpace\{FD4DF9E0-E3DE-11CE-BFCF-ABCD1DE12345}] 

[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\MyComputer\NameSpace\{FD4DF9E0-E3DE-11CE-BFCF-ABCD1DE12345}] 

The folder cannot be deleted from the desktop or My Computer, nor can it be renamed other than removing the CLSID and the entries under NAMESPACE. 

Key:[HKEY_CLASSES_ROOT\CLSID]
Value Name: CLSID
Data Type: REG_SZ

 

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