Kinda exasperated because right-clicking in Windows file manager or Salamander does not give me the option to open any file in VIM. For me this has to include .exe's, .dll's, anything that I might want to open: after all, VIM can view binary files in hex mode.
The VIM setup offers to create something like this but it does not seem to work for me so I've figured out how to hack the registry to do it. A picture is work a 1000 words so:
This gives a context menu entry saying 'Open with VIM' that opens the selected file in VIM.
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Peter's Moblog
With "user menu toolbar" you could have solved this problem you mention