Chuck,
Search MSDN for "ddeexec and open" and look at article Q122787 SAMPLE: How to use File Associations. If I look in my registry for the .zip and pkzipfile entries for example there are no GUIDs anywhere in there. The Explorer context menu extensions are basically just the entries under Shell.
>What I want to do is when the user right clicks on a file to get my menu with the other ones. I found that in "HKEY_CLASSES_ROOT\*\shellex\ContextMenuHandlers\" you can add a new key and in the default properties you added the GUID. Then when a user right clicks you option shows up. I want to send that file name to my application to do some processing with it. This is why I wanted to know the GUID and if it is the same on all machines