"Open Command Window Here" Built Into Vista, But Must Be Unlocked

You can now open a Command Prompt for any directory in Vista without having to download a Powertoy. However, they do keep it hidden to protect users from, well, themselves. All you have to do though is hold down the Shift key and right-click on a folder (if you just right-click without the Shift key you will not see the option).

You can read more about it here.