I'm assuming you now have a later version than 2003? If you have at least 2010 you can easily make an AddIn (I think you program) that adds to the right click menu. Only XML is needed.
Code:
<customUIxmlns="http://schemas.microsoft.com/office/2009/07/customui">
<contextMenus>
<contextMenuidMso="ContextMenuShape">
<buttonidMso="ActionInsert"label="Action Settings ..."insertAfterMso="HyperlinkInsertPowerPoint"/>
</contextMenu>
</contextMenus>
</customUI>
NOTE the page has deleted some necessary spaces!