Shourcut and menu at the same time. Is it real?

Double click will open the menu as the shortcut. Note if the menu is on the toolbar then you must to enable double click tor toolbar: TLB Settings->Toolbar->Disable double-click for toolbars buttons (turn off this option).

If the "My Computer" menu is submenu (inside other menu then) you can try to use the options: TLB Settings->Menu appearance->Run submenu on mouse click. If you turn on this option then the single click on submenu will open the folder in Windows Explorer.