batch scripts in windows behave like scripts on unix do when you source them. That means that you can write a batch script called "foo.bat" with the contents of "cd \whatever\directory\you\please" and it will change your current directory when run.

From there, it would not be difficult to write a batch script that in turn wrote batch scripts like "foo.bat" above.

With bash, you would have to create functions or aliases to get the same effect.