I know I am a throwback, but even in these days of graphical everything, I still prefer to use the command line for some things such as utilities and older software. (Yes you can get older software to work in Win 9x and XP, with some fiddling around.)
To that end, I find it useful to have a shortcut readily available. The easy way to do this in XP is as follows:
Click Start, All Programs, Accessories, Right Click on Command Prompt (at least that is where I have usually found it) click Send To and then Desktop (Create Shortcut).
Now you have a shortcut to the command prompt easily available.
For even easier access, find the shortcut you created on the desktop and drag and drop to the Quick Launch Toolbar, provided of course that you use the toolbar.