Just a suggestion for CMD.EXE users...
You can enhance cmd.exe to allow Tab Completions for directories and filenames (like the feature available in UNIX/LINUX shells).
Close any open CMD.EXE consoles.
Open the Registry, HKEY_LOCAL_MACHINE\SOFTWARE\MICROSOFT\COMMAND PROCESSOR
Change the Value of the CompletionChar value to from 40 to 9
Open cmd.exe back up and hit the Tab key to test it out.
I believe Microsoft enabled this by default in Windows XP, but it also works in NT and 2000.