Here's my setting:
- Win Xp Sp3
- Keil uVision 4.74
- Sublime Text 2 Unreg
First, open Customize Tools Menu
Then in the Menu Content
add description, in my case it's S&ublime (pict2)
fill the directory where your sublime text installed.
Don't forget to fill the Arguments
And press OK.
Open your project, click in the file you want to open, and go to Tools-Sublime
Hopefully this will help.