I took the command prompt registry patch (thanks to Sudhakar via Matthew) and modified it a bit to offer a regular cmd prompt, a VS.NET 2002 cmd prompt, and a VS.NET 2003 cmd prompt.
I just didn't think that the one prompt was enough I guess.
Windows Registry Editor Version 5.00
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\Directory\shell\Command Prompt\Command]
@="cmd.exe"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\Directory\shell\Command Prompt (VS.NET 200&2)\Command]
@="cmd.exe /k \"C:\\Program Files\\Microsoft Visual Studio .NET\\Common7\\Tools\\vsvars32.bat\""
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\Directory\shell\Command Prompt (VS.NET 200&3)\Command]
@="cmd.exe /k \"C:\\Program Files\\Microsoft Visual Studio .NET 2003\\Common7\\Tools\\vsvars32.bat\""

You can find the REG file
here.