Actually there is none on a XP machine. XP uses the autoexec.nt file to initialize the MS-DOS Environment (16 bit subsystem). There is also a CMD environment (32 bit subsystem) which is initialized from the Windows settings.
Which one are you referring to? You can try using IF statements in the autoexec.nt and see what happens. If it's only the prompt you're interested in, try right clicking the icon used to start the program and choose properties. For CMD change the Start in: entry; for MS-DOS change the Working: entry on the program tab.
Hope this helps.

PS. It may look like DOS, it may even quack like DOS, but it's not DOS. Just an emulated version thereof.