[This is preliminary documentation and subject to change.]
If one of the items you added to the context menu by IExtendContextMenu::AddMenuItems is subsequently selected, MMC calls Command with the command ID you specified and another pointer to the same IDataObject interface.
HRESULT Command(
long lCommandID, // Menu item command identifier
LPDATAOBJECT piDataObject // Data object pointer
);
IContextMenuCallback, IDataObject, IExtendContextMenu