Here's a nice tip to download all the Sysinternals tools in 3 command lines. You know all those awesome tools such as Sysmon, Process Explorer, Process Monitor, bginfo, and so on.
net use x: \\live.sysinternals.com\Tools\
xcopy /s x:\ c:\sysinternals\
net use x: /d
If you just want to use a tool from time to time, you don't need to download them all. Instead, you can open the Run window (Win+R) and enter the full uri of the tool. Of course, you must know the name of the tool! For instance, if you want to run Process Monitor (procmon.exe), you can use the following command:
Hope this helps!
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