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Windows XP is not built on DOS (Disk Operating System) like previous Windows 9x or Me, instead it is built on Microsoft's 32-bit New Technology of which Windows NT 3.51, 4.0 and 2000 were built on. To make XP more stable, Windows XP is built into layers, there is the 32-bit Kernal, the Hardware Abstraction Layer, the new Windows Driver Model (some drivers are digitally signed to work with XP and some are not but will still work), Services, Explorer and Application support.
Previously, Windows 9x and to some limited extent Windows Me had the old DOS command prompt. Windows XP has a new cmd.exe a 32-bit command prompt and a special command.com for access to Microsoft Windows DOS mode. It is not possible to boot to DOS anymore with Windows XP. You must boot off a floppy. To create a simple boot floppy, insert a floppy disk in A: drive, open My Computer, right click A: icon and select Format, there is a option to create a MS-DOS startup disk.
Unlike Windows 9x, Windows XP does not run config.sys or autoexec.bat on startup. Instead it now has Autoexec.nt and Config.nt, both found in C:\Windows\System32. These are loaded when you run command.com. In these files you can specify how much Expanded or Extended memory is used, number of concurrent files (FILES=) and so on. Autoexec.nt allows you to load CD ROM Extensions with the mscdex equivalent called mscdexnt, network redirector, sound support and so on.
Environment variables are no longer defined in Autoexec.bat file but in the System Control Panel (see the Advanced tab, Environment Variables button) which defines the PATH, TEMP, and TMP variables among others.
If you wish, you can create PIF (Program Information Files), which are shortcuts to DOS programs, and then modify the Properties, to specify what memory and how much is required in new tabs called Memory, Program, Font, Screen and Misc to modify it to the program's requirements. I will run most serious DOS programs and some DOS games (other alternatives are available from the Internet to improve XP's DOS compatibility). For example, create a New Shortcut and type command.com for the command path and it will create a 'MS-DOS Prompt' icon.
The DOS prompt supports most common commanda such as CD, Copy, Del, Erase, Doskey, Dir, Tree, Xcopy, Edit, Sort, Subst, Setver, Attrib, If, Help, Append, Mem, Nlsfunc, Share, Debug and others. Some programs are no longer available such as QBasic, Choice, Memmaker etc. Commands are stored in C:\Windows\System32.
If a old program cannot be run in Windows XP command prompt, then you can use the powerful DosBox tool which will completely virtualise the DOS environment for you.