Adding Options To The Right-Click Of The Start Menu

To add an option to the Right-Click of the Start button:
Go to Control Panel, View, Options
Click on the File Types Tab
Scroll down until you see File Folder
Click on Edit
Click on New
Type in the Name you want to in the Action box
Type in the Application you want to use
A good option to add is an MS-DOS Prompt:
Try this c:\command.com /k cd %1
It also puts the shortcut on a regular folder.
This command will open a DOS window with that folder as the current directory.