Here's a trick you can use to easily get to a command prompt from Windows Explorer. Take the following and put it into notepad.
Windows Registry Editor Version 5.00

[HKEY_CLASSES_ROOT\Directory\shell\Command]
@="Command &Prompt"
[HKEY_CLASSES_ROOT\Directory\shell\Command\command]
@="cmd.exe /k \"cd %L\""

(make sure that 2nd ] is on the same line -- darn it)

Save the file as "cmdprompt.reg". Once the file has a .reg extension, double click on it to Merge it with your registry.

Now from Windows Explorer, you can right click on any folder and choose Command Prompt and tada, you have a command prompt in that folder.

Nice :) I'll add this to my newbie guide.

It didnt worked for me.
I get a error msg.
I'm brazilian so I'll put here what I think that is the correct translation:

This file has no program associated with it to do this action. Create an association in the Control Panel "Folder Options"

Sorry if this is not a good translation.
I dont think I have a good english.

Ah, sorry about my English-centric tip...

Here's how you can do it another way (also for those scared of merging .reg files)

open explorer anywhere
View -> Options... -> File types (tab)
Find and select the "Folder" item in the "registered file types" box click on "Edit" and you get the "Edit File Type" window click on "New" and you get "New Action" window Name it "Command Prompt"
In the Application to Perform this Action, type: cmd.exe /k "cd %L"

See: http://www.adriansrojakpot.com/Other_Articles/Win2K_Tips/Directory_Command_Prompt/Folder_Option.htm)
for pictures.

It worked but now I have 2 options to enter the Command Prompt.
One works and the other dont.