Open Cygwin Terminal in Windows Explorer

I like opening a terminal session under Linux file explorer.  I want to have the same in Windows Explorer.

Second round with hard working of Googling, I made it for another DBA Knife !

Again, playing with registry .

References:

http://scottiestech.info/2009/11/15/addyourownprogramtothewindowsexplorerrightclickcontextmenu/
http://www.vultaire.net/blog/2013/06/18/simpletrickscyghereopencygwinshellhere/