for days I have struggled with this. I wanted to be able to select files with CTRL+left click and then "send to" a program that would convert them all at once. This did not work. But thanks to Stackoverflow I have a very sexy solution now!
for %%i in (%*) do "D:\Spiele\Steam\SteamApps\common\Arma 3 Tools\Audio\WAVToWSS.exe" -parameter1 -parameter2 %%i
You need a batch file (.bat or .cmd) somewhere with this code in it. Then create a shortcut to this batch file. Now in explorer at the adress bar type in "sendto" and paste your shortcut there.
From now on if you select multiple files OR a folder with the files in it and you SEND it TO the batch file in your list, it will do all the converting.