As a user, I often want to start PowerShell in the current directory in which I am browsing in explorer.exe.
Being able to have a context menu so that I can just right click and select Open PowerShell here or Open PowerShell as Admininstrator here would be very useful. Although a user can setup this manually via the Windows registry (see e.g. here), this is a tedious process that is often not worth the effort and therefore should rather be replaced by an option in the installer.
What do you think?