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Is there a shell extension or some program which lets you do it in one click?

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You can actually do this with any folder.

Depending on your OS (you did not specify), find the Start Menu and create a shortcut of the Startup folder.

Drop it into the Sendto Folder. Now you can right click any program and use Send To. . .

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You can get to the Sendto folder by typing "shell:sendto" into the start menu search or the location bar of an explorer window. – Ampersand Nov 21 '11 at 19:41
    
When I tried this, it copied the file I had right-clicked into Startup instead of creating a shortcut. How do you get it to automatically create a shortcut (like the premade Send to “Desktop (create shortcut)” version)? – binki Jan 20 '15 at 16:24

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