WOW, that was a brain teaser!
In my experiment I tried to open the command (cmd) window from the C:\temp folder.
My little batch file looked like this:
cd\temp
cmd
That changed the current directory to my temp folder and then executed the CMD command.
When the resulting CMD windows opened, it was already in the
C:\temp folder.
Well, it worked for me anyway.
Cheers Mate, and Good Luck,
The Shadow