I take the freedom of copying one Secret into this post as it works well on Windows Vista too, and is really a must know for those that often use the command prompt.
Command Junkies Only. One of the most popular power toys in Windows XP was “Open Command Prompt Here”, which enabled you to use the graphical shell to browse around the file system and then use the context menu to open a command prompt at the current working directory. In Windows 7 (and in Windows Vista, incidentally – although not many folk knew about it), you can simply hold the Shift key down while selecting the context menu to get exactly the same effect. If the current working directory is a network location, it will automatically map a drive letter for you.