When you right-click the desktop, or use Explorers' File menu, you can press New to create new documents for all the document types listed.
In tip 698, I described how you can remove a document template.
To add additional templates to the New menu:
1. Use the Registry Editor to navigate to the HKEY_CLASSES_ROOT\.extension you are interested in adding a template for.
2. Create a ShellNew sub-key.
3. Add one of the following Value Names to the ShellNew sub-key:
NullFile, an empty string (REG_SZ) data type, will create an empty document of the .extension file type. See HKEY_CLASSES_ROOT\.txt\ShellNew.
FileName is a string data type that contains the document template name. This document template should be located in the %SystemRoot%\ShellNew folder. See HKEY_CLASSES_ROOT\.wav\ShellNew
Command, a string data type that contains a command to create the document. See HKEY_CLASSES_ROOT\.lnk\ShellNew.
Data, a string data type that points to the entry that creates the document. See HKEY_CLASSES_ROOT\.rtf\ShellNew which contains a Data setting of \rtf1 and HKEY_CLASSES_ROOT\.rtf\Word.RTF.8\ShellNew which causes HKEY_CLASSES_ROOT\Word.RTF.8\shell\New\command to be used to create the new document.
NOTE: You must restart Windows for these setting to become effective.
NOTE: The above did not work on some computers and I am still tracking down the cause.