Creating an Open With menu

ROX-Filer has an Open With feature, but it's called Send To instead.

The SendTo menu is easily opened by right-clicking over a file with the Shift key held down. Choosing a program from the menu acts like dragging the file to it. One particularly useful program to add to this menu is Archive (for compressing files and directories).

You can also set certain programs to only appear when you click on files of a particular type (see the help message from the File -> Customise menu item):

Opening an image with the Gimp