I have many scripts which I interact with from the command line. Everytime I need to use them, I have to open a command line window and copy+paste and CD to the path to the
As a more general solution you might want to check out the Microsoft Power Toy for XP that adds the "Open Command Window Here" option when you right-click: http://www.microsoft.com/windowsxp/downloads/powertoys/xppowertoys.mspx
In Vista and Windows 7, you'll get that option if you hold down shift and right-click (this is built in).