It's possible to do the same on Windows 2003 and you can do it too:
- Open regedt32 and navigate to the HKEY_LOCAL_MACHINE\SOFTWARE\Classes\Folder\shell folder.
- Add a new key called “Command Prompt“
- Modify the default custom string to read “Open Command Window Here“
- Add a new key to this folder called “command“
- Modify the default custom string to read: Cmd.exe /k pushd %L
- Changes will take effect immediately
Or just copy the lines below to a text file and rename it as something like "cmdhere.reg". Then, when you click (or double click) it, you will have the option to import it...
------ Include all lines below this line -----
Windows Registry Editor Version 5.00
@="Open CMD Here"
@="cmd.exe /k pushd %L"
------ Include all lines above this line -----