If you use Windows 7 and Cygwin here are instructions for creating a Windows 7 File Explorer right-click menu to lauch Cygwin (image on right).
Steps
1. Install Cygwin (here's a link to the download site). I installed mine to c:\programs\cygwin. We'll call this CYGWIN_HOME.
2. Add the CYGWIN_HOME to the system path
3. Create a file called runBash.bat in the CYGWIN_HOME\bin with the following lines:
- @echo off
- %~d1
- chdir %~p1
- cd %1
- bash --rcfile ~/.bashrc -i
5. Use Regedit to create another registry entry called HKEY_CLASSES_ROOT\Directory\shell\bash\command with a value of c:\programs\cygwin\bin\runBash.bat "%1"
6. That's it. Now you can right click in File Explorer and open a Cygwin window.