How to add program to right mouse click menu?

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Windows

I install program and register it under

HKCU

As I understand to add program to this menu I have to add it to

Computer\HKEY_CLASSES_ROOT\*\shell\\

But my installer doesn't allow me to do it both HKCU and HKCR.

What I have tried:

So i add it via file association
<pre>   <RegistryValue Root="HKCU" Key="HKEY_CLASSES_ROOT\Directory\Background\shell\edit.NAME.exe" Value="Some text" Type="string" />
            <RegistryValue Root="HKCU" Key="HKEY_CLASSES_ROOT\Directory\Background\shell\edit.Name.exe\command" Value=""[INSTALLDIR]NAME.exe" "%1"" Type="string" />

But in this case when i select more then one file i have to select my program from the list each time. Is there any way to avoid it?