Windows NT comes with two "command line shells" -- one called CMD.exe and the other called Command .com. If you're wondering which one to use, the following information might help.
CMD.exe is the Windows NT's native command prompt (or shell), which means it is more portable among different hardware platforms. For example, if you type SET and press ENTER inside a CMD.exe prompt, you'll notice that CMD.exe exposes more environment variables than Command.com. On the other hand, Command.com is the more "MS-DOS compatible" version of the two shells. For example, this shell will call AUTOEXEC.NT and CONFIG.NT (located in the SYSTEM32 directory inside your Windows NT directory) just like MS-DOS used to call AUTOEXEC.BAT and CONFIG.SYS.
So, if you're having trouble running your old DOS command line programs from Windows NT, try running them inside a Command.com shell, not CMD.exe.