Windows: How to open a .exe in a shell window that won't close?

Problem :

I've had this problem for ages, and it's SO ANNOYING.

Suppose I want to run mysqldump.exe... here's my process: Start->run, type "cmd" ... dir into directory after directory until I finally get to c:/program files/mysql/bin/then I can FINALLY call "mysqldump.exe"

I don't mind using Windows Explorer to get to c:/program files/mysql/bin, but then I can't freaking open up any of the .exe files in a shell, and I can't open up shell with the directory being that one.

How can I do this?

Solution :

Microsoft released a powertoy for Windows XP called Open Command Prompt Here. If you're using Vista, all you need to do is hold shift and right-click.

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