Change Default Command Prompt location?

I have a MS powertoy installed...

http://www.microsoft.com/windowsxp/downloads/powertoys/xppowertoys.mspx

called CmdHere.exe... from explorer you can right click on any folder and select to open a cmd window and you'll get your dos box startup in the folder..

Did that make sense ?

anyways.. I find it quite handy.