Code line marker in sublime text 2

The "Show Console" button shows the Python console that is embedded into Sublime Text not the usual OS terminal. If you want to open a terminal in the folder containing the edited file you can try Sublime Terminal package.

EDIT: @Darren: if so then look in the Internet on how to run terminal commands from python shell, Google has a lot of links to them.

There is a file named unins000.exe in the Sublime Text 2 folder. Run that and it will self-destruct the folder and all registry entries (which includes the Explorer context menu entry).