Open up registry editor
Go to Computer\HKEY_CLASSES_ROOT\Directory\Background\shell
create new key, name it Command Prompt
inside the Command Prompt key, create new key and name it command
inside the command change the default value to "cmd.exe" without quotes
Following parts are optional:
Select the "Command Prompt" key and add new String value, and name it position, double click position and set "bottom" as the value without the quotes
add another String value, name it icon, and set the value to any icon address, I used the windows Icon for cmd.exe
You are done!