Download Powertoys for XP from Microsoft (specifically TweakUI) and install. One of the tools in TweakUI allows you to modify the "template" list.
If you're referring to command items, like "Scan for viruses" and "Add to Winamp Playlist" and "Add to Zip file" and stuff like that, then it's harder to do. You have to search through the registry to find all the entries for each file type, and sometimes the command isn't referenced by the exact text you see on the menu. (Like, Windows Media Player's menu item "Copy to Audio CD" is listed as "BurnAsAudioCD" for the actual command name. Also, sometimes they're pointed to only as a class ID so it's harder to find out exactly what's being referenced.)
You can also download RegCleaner.
http://www.vtoy.fi/jv16/index.php It lists the shell extensions for every file type, and allows you to remove them. It's basically the same thing as manually searching, but it's a little cryptic still so it's not much easier to determine what is what. Just be careful with it since you could hose your Registry, though it does make backups.