There is a very handy PowerToy for Windows which allows you to right-click any directory in the File Explorer and an option to “Open Command Window Here” would show up in the contextual menu. This option would allow you to open up a command prompt window with the directory already set to the directory you right-clicked on.
This feature is built into Windows Vista and can be activated by right-clicking on a directory name while holding down the shift key. When you do this, the contextual menu option “Open Command Window Here” will appear.