Para trabalhar com programas Default, context Menu, trocar Edit With, etc:
https://superuser.com/questions/68852/change-windows-7-explorer-edit-context-menu-action-for-jpg-and-other-image-fil
Para que o cmd apareça sem precisar do Shift no Windows Explorer é necessário entrar em:
HKEY_CLASSES_ROOT\Directory\Background\shell\cmd
E remover a String Extended
É possível alterar o texto e o ícone conforme foi feito na imagem:
Procurar no regedit por Chaves ShellNew
Windows Registry Editor Version 5.00
[HKEY_CLASSES_ROOT\Directory\Background]
[HKEY_CLASSES_ROOT\Directory\Background\shell]
[HKEY_CLASSES_ROOT\Directory\shell] @="none"
[HKEY_CLASSES_ROOT\Directory\Background\shell\git_shell] @="Git Ba&sh Here" "Icon"="F:\Apps\git\git-bash.exe"
[HKEY_CLASSES_ROOT\Directory\Background\shell\git_shell\command] @=""F:\Apps\git\git-bash.exe" "--cd=%v.""
[HKEY_CLASSES_ROOT\Directory\Background\shell\win_cmd] @="cmd here" "Icon"="C:\Windows\System32\cmd.exe"
[HKEY_CLASSES_ROOT\Directory\Background\shell\win_cmd\command] @="cmd.exe /s /k pushd "%V""
[HKEY_CLASSES_ROOT\Directory\shell\git_shell] @="Git Ba&sh Here" "Icon"="F:\Apps\git\git-bash.exe"
[HKEY_CLASSES_ROOT\Directory\shell\git_shell\command] @=""F:\Apps\git\git-bash.exe" "--cd=%1""
[HKEY_CLASSES_ROOT\Directory\shell\win_cmd] @="cmd here" "Icon"="C:\Windows\System32\cmd.exe"
[HKEY_CLASSES_ROOT\Directory\shell\win_cmd\command] @="cmd.exe /s /k pushd "%V""