Instead of click File, go to New Task, type CMD, and press enter to open a Dos Prompt window from Task Manager, you can
Holding down the Ctrl key and selecting New Task
That saves you a couple of mouse clicks and a few keystrokes but really, it’s a quite pointless feature that doesn’t seem to be so useful in the later versions of Windows.
“It’s a rogue feature.” claimed by Raymond Chen explaining the reason in a post why such a useless feature was invented in the first place.
The solution: Add the rogue feature where holding the Ctrl key when selecting New Task from Task Manager opened a command prompt directly, without involving the Run dialog. From that command prompt, you can then install the debugger and start debugging. (This technique also took advantage of the fact that console windows were not themed in Windows XP. If the visual style system got all messed up, at least your console windows worked!)
What’s more interesting is that
Over time, the bugs in the visual style system got worked out, and this rogue escape hatch was no longer needed, but for whatever reason, it never got removed.
Yes, it’s not always the users who needs a tool to clean up their computer to make it clean and lightweight to run, rather, these who develop the Windows need a tool that is more powerful than CCleaner to clean up the legacy codes that are no longer needed.
If you test, this rogue feature is still carried over in Windows 7, and even Windows 8.