Adding a menu option very likely requires some sort of hacking.
But your intention was probably just to have quick access to your FTP server, right?
If so, you may want to map it somewhere accessible.
This can be accomplished in two ways:
Edit: This answer included a non-working solution which was later deleted, and another solution was added instead based on comments. Therefore comments no longer make sense regarding the answer. Sorry.
Connect your FTP server as a disk drive
Windows does not have this capability built in, but there are some third-party sofware to do the trick:
Refer to program documentation on how to map your FTP server to a drive.
When saving, just save it to the new mapped drive as you normally would.
See this question for details
Synchronise a local folder with FTP-server in background
This is just like dropbox, but instead of dropbox cloud your files go to your server. You just save your files to a normal folder on your local drive, and some software copies it to the FTP-server once in a while.
The upside of this method is that saving files is not as terribly slow as sending your files in real time.
The downside is that you need to ensure the files are actually synced before shutting down your computer or disconnecting from the network.
These programs should help you (you may need further help setting them up):
For more info see this question