There's a way to add a 'Send to Skydrive' shortcut into the right-click context menu. (Also works for Google Drive)
- Click Start and copy/paste %APPDATA%\Microsoft\Windows\SendTo and press enter (this will open the SendTo folder)
- (Optional) Hold Shift + Right click on the SkyDrive folder in Explorer and select 'Copy as path' which will copy the SkyDrive directory to the clipboard
- In the SendTo folder, right-click...New....Shortcut
- For the location, if you did the second step, then paste; otherwise navigate to the SkyDrive directory.
- Give it a name (e.g. 'SkyDrive')
An alternate way of creating the shortcut is to open the relevant SkyDrive folder in another Explorer window and hold CTRL + Shift whilst dragging the folder across to the SendTo directory. Then rename the shortcut file to whatever you like.