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.
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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.