Out of the box, it's a pain to open an MSYS window in a given directory. Having the option to right click in a folder and open a new console is easy to setup, though.
First save the following as msys.reg and run it. This will add the context menu.
Windows Registry Editor Version 5.00 [HKEY_CLASSES_ROOT\Directory\Background\shell\msys] @="Open msys Here" [HKEY_CLASSES_ROOT\Directory\Background\shell\msys\command] @="C:\\MinGW\\msys\\1.0\\msys.bat"
If you try it out, you will notice that it opens a new MSYS window, but it
automatically goes to the home directry instead of the current directory you're
in. To fix this you need to edit "C:\MinGW\msys\1.0\etc\profile". Find the
cd "$HOME" line (probably the last line) and comment it out (by adding a