That option only works for directories, not shortcuts (and probably not regular files) in my version of Windows (Vista Ultimate x64). (Why oh, why do they restrict these things with so many different rules and versions and stuff?). But it doesn't matter, I opened the command window and navigated to the correct directory using CD; I'm an old DOS hand - I know how to change directories.You could use OPTION ONE to only have to press and hold Shift + right click to see the "Open Command Window Here" instead though.
But now that I'm in the right directory, I don't know how to find out where that shortcut points to, and what it's options are. What do I do now that I'm in the right location in the command window?