I spend a great deal of time at a command prompt on my Windows system. I recently found a a nice little Windows XP PowerToy that allows you to right click on a folder within windows explorer and then click a menu item to open a command prompt with the directory set to the folder you right-clicked on. How did I live without this for so many years?
Go to http://www.microsoft.com/windowsxp/downloads/powertoys/xppowertoys.mspx and download the "Open Command Window Here" power toy. (I actually did it by hacking the registry, but avoiding regedit is good practice).