To add 'Open With' for Internet Explorer, Mozilla, or Firefox to menus when you do a right-click, open the 'menu.ini' file located in the Opera directory and look for the '[Document Popup Menu]' section then add these lines to it:
Item, "Open in IE" = Execute program, "iexplore","%u" Item, "Open in Mozilla" = Execute program, "mozilla","%u" Item, "Open in Firefox" = Execute program, "firefox","%u"