If you want a simple method you could do the following:
Open notepad and type
c:\progra~1\ccleaner\ccleaner.exe /delete "%1"
Now save that as a batch file (eg shred.bat) in your sendto folder. The Send to folder being in documents and settings for XP and for vista goto start, run, shell:sendto
Now you can right click and send to this batch file which will shred it via ccleaner.
If you want to make a temp folder to fill with stuff to delete, you could use a batch file in the same way but add a move command:
move /y %1 c:\shredFolder\
Note: Make sure the shred folder is already created, otherwise it will rename files shredFolder!