Once a shortcut is created, right-click the shortcut and click Properties.Create a shortcut to your MS-DOS program or command.After the command or program has completed, the computer remains at the command prompt. Doing so opens a command window and then executes the command or program. Microsoft Windows 2000 and Windows XP users can execute the command through CMD.EXE using the /K option. Change the path of the command in the shortcut If you are running an MS-DOS command or program in Windows, try opening an MS-DOS prompt and executing the command or program from within MS-DOS. Unfortunately, there is no setting in Windows for disabling the auto-closure of the MS-DOS windows.