Well, that's kind of undiscoverable; it really ought to be on the shell extension context menu.

Much like Mac, Windows is designed for consumers primarily, power users/programmers/etc secondarily.

It can be reconfigured to appear without shift:

http://superuser.com/questions/240279/windows-open-command-p...

Although the Windows 8.1 right click bottom left for the new Power Users Menu was a welcomed addition that consumers could inadvertently run across.

That was almost certainly the "Command Prompt Here" powertoy for XP, but it was then integrated into Vista and 7.

Yes, it was probably that. Some of those powertoys were cool. I remember installing and using that one. Didn't know that it was integrated into Windows 7 with that Shift+Right-Click shortcut though, thanks.

While we're on the topic, here's a cute tip: To make the opposite move -- from the command prompt to an explorer window of the current directory -- use "start ."

Similar, for OS X use "open ." (or replace the "." with whatever file you want to open)

Easier to remember: explorer .

XP didn't have this feature. It was in Vista onwards.