Since Windows XP the command line tool CD (Change Directory) does not seem to work properly.
To get a command line up you can just do Start->Run and enter CMD and hit return.
To make CD behave as expected always use 'CD /d' The /d forces it to change drives if required! When would I not want it to change to the drive I requested!
Other useful commands for Windows are
$ipconfig -all (Discover your network cards IP address)
Start->run 'msconfig' (Speed up windows boot time by reducing the applications launched on startup)