I’ve used the Power Toys for Windows XP for a while and was needing the “CMD Prompt Here” for Windows 2003.
I found the following blog post that was helpful: HOW-TO: Install XP Powertoys on Windows Server 2003.
And after reading the comments I actually downloaded the Windows Server 2003 Resource Kit Tools, located the cmdhere.inf file and installed it (right click / install). Done!