Explorer: If you type cmd and press enter in the path bar it opens a cmd prompt at the current directory. Other way to open it is to hold shift when opening the folder context menu to expose this option.
Holding Shift while opening context menus usually show more advanced options, like the possibility to run as another user when right-clicking something executable.
Firefox: If you try to drag the mouse to select part of a link it you drag the link (so you can place it on the bookmarks toolbar/etc), to prevent this behavior you can hold Alt and now it'll let you select the text without dragging the link (this one is not windows specific, it works on Linux too).