Create a custom selection extension by extending ArcObjects
SelectionMenu.cs
// Copyright 2010 ESRI
// 
// All rights reserved under the copyright laws of the United States
// and applicable international laws, treaties, and conventions.
// 
// You may freely redistribute and use this sample code, with or
// without modification, provided you include the original copyright
// notice and use restrictions.
// 
// See the use restrictions.
// 

using System;
using System.Collections.Generic;
using System.Text;
using System.Runtime.InteropServices;
using ESRI.ArcGIS.ADF.CATIDs;
using ESRI.ArcGIS.ADF.BaseClasses;

namespace SelectionCOMSample
{
  /// <summary>
  /// Summary description for SelectionMenu.
  /// </summary>
  [Guid("6bafe9c8-72cd-436a-bfdd-d9b8efbaedd9")]
  [ClassInterface(ClassInterfaceType.None)]
  [ProgId("SelectionCOMSample.SelectionMenu")]
  public sealed class SelectionMenu : BaseMenu
  {
    #region COM Registration Function(s)
    [ComRegisterFunction()]
    [ComVisible(false)]
    static void RegisterFunction(Type registerType)
    {
      // Required for ArcGIS Component Category Registrar support
      ArcGISCategoryRegistration(registerType);

      //
      // TODO: Add any COM registration code here
      //
    }

    [ComUnregisterFunction()]
    [ComVisible(false)]
    static void UnregisterFunction(Type registerType)
    {
      // Required for ArcGIS Component Category Registrar support
      ArcGISCategoryUnregistration(registerType);

      //
      // TODO: Add any COM unregistration code here
      //
    }

    #region ArcGIS Component Category Registrar generated code
    /// <summary>
    /// Required method for ArcGIS Component Category registration -
    /// Do not modify the contents of this method with the code editor.
    /// </summary>
    private static void ArcGISCategoryRegistration(Type registerType)
    {
      string regKey = string.Format("HKEY_CLASSES_ROOT\\CLSID\\{{{0}}}", registerType.GUID);
      MxCommandBars.Register(regKey);
    }
    /// <summary>
    /// Required method for ArcGIS Component Category unregistration -
    /// Do not modify the contents of this method with the code editor.
    /// </summary>
    private static void ArcGISCategoryUnregistration(Type registerType)
    {
      string regKey = string.Format("HKEY_CLASSES_ROOT\\CLSID\\{{{0}}}", registerType.GUID);
      MxCommandBars.Unregister(regKey);
    }

    #endregion
    #endregion

    public SelectionMenu()
    {
      AddItem("esriArcMapUI.ClearSelectionCommand");
      AddItem("esriArcMapUI.SelectAllCommand");
    }

    public override string Caption
    {
      get
      {
        return "Selection Tools Menu";
      }
    }
    public override string Name
    {
      get
      {
        return "ESRI_SelectionCOMSample_SelectionMenu";
      }
    }
  }
}