Some coworker told me that there was a way to navigate your filesystem using the windows explorer and opening a windows console from there. And today I found some time to search the solucion. CmdHere.
If you are using Windows Vista, the CmdHere is a builting feature. The only thing you need to do from your windows explorer is to Shift+Right Click at the directory and choose from the context menu option open command prompt here. For more details, MaximumPcguides