How to move a file or folder instead of copying it.
The default action of "Send To" is to copy a file or folder to the target destination. To change this so that the file is moved instead of copied, hold down the Shift key when you click the desired destination. This works when standard folders are the target destination but the special folder (My) Documents only seems to accept the copy action.
How to send a shortcut of a file or folder
Hold down the keyboard combination Ctrl+Shift and the "Send To" action becomes the creation of a shortcut in the destination folder.