I have a program that allows you to right click on a folder from explorer
and gives you the option to open a command prompt at that folder location.
Very conventiant I might add. "Command Prompt Here" PowerToy from
Microsoft - doshere.inf

To manually install it, I would just right click the *.inf file and select
It then process the inf file and its done, no prompts to have to deal with.
It also copies the doshere.inf file to \windows\inf folder as well

Tried to set it up as a simple app, but all it does is open up the file in
notepad, which is what it would due if I just double clicked on it from
explorer. It doesn't add the command to windows explorer right click menu.

Or is this one I need to make a AOT/AXT.

From looking at file, it determines if running on win9x or NT/2000/XP and
then make some registry changes based on what verions of windows. I did a
serach in registry on one system, it put info in about 6 different
locations, while looking at the changes I noticed it gives specific path
location to cmd.exe file, which causes a problem for AOT/AXT solution, since
it uses the registry settings that where changed. Not all my system use the
same drive letter for windows drive. Could be D: through G:. - Almost always
not C: as I like to set a small DOS partition there. It fool's some spyware
to install there.