There is technically no specific way to do what you are asking here...
If an application is DOS based, then it does not need a shortcut to be started through command prompt, you can just create a shortcut to the executable itself, and it will automatically run in a DOS environment.
You can't really create a shortcut to Command Prompt as you will probably get some System32 error on Windows. Butt you can create a batch file (.bat)
Open up Notepad
Type "command.com" (Without Quates)
The File -> Save As
Name it as anything, I usually name it "CMD"
Then add ".bat"
Under "Save As Type" drop the box down and select "All Files"
Then you can run Command Prompt
Or you could just drag and drop Command Prompt from the Start Menu to the Desktop.
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