Here's a handy little registry hack which adds a “Send Folder to Lightroom” choice to Windows Explorer's right click menu. Either download and double click my registry file - read it first just to be sure - or copy this code into Notepad and save it as a file with an “reg” extension, then double click it:

Windows Registry Editor Version 5.00

[HKEY_CLASSES_ROOTDirectoryshellLightroom]
@=”Send folder to Lightroom”

[HKEY_CLASSES_ROOTDirectoryshellLightroomcommand]
@=””C:Program FilesAdobeAdobe Photoshop LightroomLightroom.exe” “%L””

You may have to edit the path if you installed Lightroom in another location. Here's also a similar registry file for Bridge CS3.

Update - a couple of people have pointed out that the original posting showed my Lightroom program folder was called Lightroom 1. I've now amended it to show the default installation folder.