Cygwin is a blessing for all us unix-backgrounded developers hacking out a living on Windows boxen. Last night I came across a new Cygwin package, chere, a tool for adding shell prompt options to the Explorer right-click menu.
It is possible to do it yourself by mucking around in Explorer's File Types options page, but why bother when you can use one chere command instead?
chere -ian2 -s bash
The downside is that you will have to be careful who uses your computer afterwards - the created menu item says "Bash here".