I can use BC's script above, with cmd /k at the end, and after I press a key (because of the Pause command) I see the command prompt and can enter a command e.g. Dir, echo %date%, whatever. I can also make a version of that script, but with cmd /k omitted from the end, and call it from the prompt, like this cmd /k batchfile.bat and the same thing happens. This also causes a return of the prompt if the script has an Exit command at the end.
Rjbinney, are you starting your "simple .BAT file" by double clicking it in Windows Explorer, or by typing its name at the command prompt?