Right-click menu extension?

Recently saw a screen image where someone had either modified their right-click menu through registry editing or something else to incorporate a list of folders in a tiered style fashion (ex. Images -> Desktop Wallpapers, etc.) that apparently (I say apparently since this image is dated a bit and comes with no instructions, sadly) come up only when right-clicking an image or similar file they want to save. It seemed like an easy way to organize those instances of one-off file saves and eliminate the need to navigate to the specific folder each time for one file. Unfortunately I've found a lot of instances of adding a list folder contents option to the right-click menu (mostly dating back to the XP days) but nothing covering what I'm looking for exactly. It's possible I'm not searching for the right terms but unfortunately I have no idea what terms I should be using exactly. At any rate - was hoping someone might know how to go about this or have a similar idea of what I'm attempting to recollect here.

Welcome
This tutorial and the list of tutorials that follow may shed some light on what can be done. What you are looking for may take some special registry editing.
http://www.vistax64.com/tutorials/24315-context-shortcuts-menu.html

None of the accompanying really cover it to the specificity I had in mind but are close enough in nature I suppose.

I also managed to dig up another instance of what I'm talking about (or at least as close to it as possible) in the image attachment.