More practical way of doing shell debug.

Trying to work on #3183 (closed), I've spend large amount of time trying to figure out how to debug the dll loading. Debugging involve hacking into registry that is only documented as code.

I think this is a bit to high of a ramp-up step. This is a proposal to reduce that a bit.

It mainly consist of a few line of documentation, and a helper command to run a fake Save Dialog, which in turn loads our custom menu.