I've not run XP in a while. but i would suggest to right-click on the command-prompt icon, and select propertys. This is how it is under win98 as well.
Another feature you will want to look into is the "auto-completion." Which comes in handy when you type alot of commands. It will allow you to type a single letter, hit tab, and you will be presented with those commands which begin with the letter you typed.
It might also permit you to cd to different directorys much more faster. Since all you should have to is type a letter and hit tab, such as cd'ing to Program Files should be as simple as typing P, then hitting tab and the rest will autocomplete in.
I use this feature extensively under UNIX.