GO to HKEY_CLASSES_ROOT in the registry and search for the name of the thing your trying to get rid of. Remember to put a "&" in your search for the underlined letter, i.e. if in the context menu it says "Open, then search for "&Open".
If it doesn't show an underlined letter in the context menu, try searching for a part of the word, or a section of the phrase.
This will usually give the right one on the first try, but to be sure check that you are still in HKEY_CLASSES_ROOT, the key is under a folder "shell" , and that it has a "command" subfolder. Sometimes it's under "shellex/contextmenuhandlers" instead. Delete the entire folder for the key (NOT the shell folder! the subfolder that has that key in it.) and your done! Sometimes that key is registered under multiple file types, so just search again and nuke it, just keep in HKEY_CLASSES_ROOT.
For items that show up under all right-clicks, look under HKEY_CLASSES_ROOT/Folder/ , HKEY_CLASSES_ROOT/Directory and HKEY_CLASSES_ROOT/*.
Now, there are some sneaky ones that use dll's to put a menu in there. And what's worse, it has a stupid name like "{969223c0-26aa-11d0-90ee-444553540000}" and hardly ever refers to itself by the context menu items' name, because it's in the dll! My tip is to look first in HKEY_CLASSES_ROOT/CLSID and search for a part of the name of the thing you're trying to remove. If you find it there, look at the key name (the gobbledy-gook) and copy it... delete that key and search for the gobbledy-gook in the entire HKEY_CLASSES_ROOT folder and nuke them too, but only if they're under the "shellex/ContextMenuHandlers" folder. Also some are in HKEY_LOCAL_MACHINE/SOFTWARE/Microsoft/Windows/
CurrentVersion/Shell Extensions, If you want to kill the dll too, look in the CLSID key where the thing is and under the subfolder "InProcServer32" there'll be a path to a dll.
If you don't find it there, I dunno what to do... if these things don't work just reply and I'll see what I can do.
Hope this helps.