I finally figured out how to launch org-capture from anywhere in Windows. I’m using AutoHotKey.

; org-capture
~F9::
If WinExist("ahk_class Emacs")
{
WinActivate
Send ^{c}
Send {c}
}
else
{
Run "C:\emacs-24.0.90\bin\runemacs.exe"
WinWaitActive, emacs
Send ^{c}
Send {c}
}
return
;

I have Ctrl-c c set up as the org-capture shortcut. I know there’s another option through something called org-protocol that might work better.
I just got it puzzled out, so I don’t know what my mileage will be. But I’m pretty jazzed at the prospects. Comments to the code might be forthcoming.
Is this working for you? Do you have a better way to do this?