If you search for Command prompt here, you get Microsoft's page for WinXP; don't bother downloading this, as it won't install under Win2k3. The solution is a third party version, found here:
http://bork.hampshire.edu/~alan/code/winplusplus/; but be warned that something funny happened when I installed it - DosHere became my default folder action. It's not clear what caused this, as after I fixed it, reinstalling DosHere did not cause it again. But in any case, here's the fix:
make sure that HKEY_LOCAL_MACHINE\SOFTWARE\Classes\Directory\shell is equal to the string none
see http://support.microsoft.com/default.aspx?scid=kb;en-us;321186 if you find this hard to believe. Their page leads me to think this could happen under WinXP as well, though I've installed DosHere on many WinXP machines and never seen this before.