MSYS brings the Bourne shell to Windows. Use this hack to wire bash into the file explorer. Right-click a folder, select "Open MSYS," and the shell opens right where you want it.
In PDF Hacks, I devised a fast way to open a Windows command prompt in any selected folder (see Hack #79, freely available from O'Reilly). It is a right-click menu item called "Command" that I added to the "Folder" (not the "File Folder") file type. Select "Command," and a Windows command prompt opens up and it is set to that working directory. It is a fast way to open a folder of PDFs for processing with pdftk.
Since then, I have been using MSYS and its Bourne shell (a/k/a bash) more and more on my Windows machine. Tonight I finally got around to creating a handy, right-click menu item for MSYS. Read on to learn how: