Alright, there's a registry tweak to add a a new filetype in the "new" menu (the one you get when you right click, it says things like Text Document (*.txt). Anyhow, while I can do that with filetypes already listed in the registry, can I add a completely new filetype?

It's a plain text file, and it is a script file for a game I play. The extension is .sqf.
The registry does not have this key in by default, how can I add it and make it show up in the new file menu?
Thanks for the explanation, but that's not quite what I'm looking for. I mean where I can click a blank spot on the desktop (right click, that is) and in the new category, I can just click the filetype and it'll create a new one for me.