Installing this registry file allows you to right-click on a folder or drive and open a bash shell there. Works with UNC network paths (\machinename\share), which I've seen similar registry hacks choke on.
Windows Registry Editor Version 5.00
[HKEY_CLASSES_ROOT\Directory\shell\bash]
@="Open Bash Shell Here"
[HKEY_CLASSES_ROOT\Directory\shell\bash\command]
@="c:\\cygwin\\bin\\bash.exe --login -i -c 'cd \"`cygpath \"$*\"`\";bash' bash %L"
[HKEY_CLASSES_ROOT\Drive\shell\bash]
@="Open Bash Shell Here"
[HKEY_CLASSES_ROOT\Drive\shell\bash\command]
@="c:\\cygwin\\bin\\bash.exe --login -i -c 'cd \"`cygpath \"$*\"`\";bash' bash %L" From here