Shift + right click -> Open command window here

If you want to open the windows command prompt cmd.exe from your current explorer directory try the following. Hold the shift key and then right click into your explorer window. Now you should have more options in the context menu than usual:

The new option „Open command window here“ is really handy because the current directory in the command prompt will be initialized to the path in your current explorer window. It saves you the hassle of using the cd … command.