The "Open Command Window Here" power toy for Windows XP is an excellent tool that I use all the time. I run Windows 2000 at work, however, so I don't have access to this excellent computer aid. But I recently found this article, which discusses how to add the feature to any flavor of Windows. Method number 3 was my preferred choice, and I will reproduce the steps I took below.

1. In Windows Explorer, open the Tools » Folder Options menu item.
2. Select the File Types tab.
3. Press the letter 'n' on your keyboard to scroll to the N/A section.
4. Select the entry labeled Folder.
5. Click the Advanced button.
6. Click the New button.
7. In the action field, type "Command Prompt" (without the quotes).
8. In the application field, type "cmd.exe" (without the quotes).
9. Save all your changes (click OK on each dialog) and exit the Folder Options dialog.

Once you perform the above steps, you'll be able to right click a folder and select the "Command Prompt" menu item to open a command window. How cool is that?