Leera2008 is right, I can't find a place in the help file to explain what the different "Send to"s do... Isn't there one or I just can't find it? A brief reference:
Send to:
World - Sends is directly to the MUD.
Command - To the command window where you type stuff.
Output - In the MUD window, as a note.
Status - In the status bar in the lower part of the window.
Notepad - To a notepad window (new or existing, depends).
Log file - To the log file, if you're logging.
World (Speedwalk delay) - To the world, delaying between each command(?).
Variable - To a variable whose name you specify in the variable box.
Execute - Sends it exactly as if you had typed it and pressed enter.
Speedwalk - Executes the speedwalk
Script - To scripting so you can write a script in there.
World (immediate) - To the MUD immediately, even if you are speedwalking.
It was documented in one of the release notes, but admittedly that is hard to find. I have added it to the help for triggers, aliases, and timers. You can view it online here: