So I won a Windows Vista DVD over at Lifehacker for this little tip.
When you go to the Run box and enter cmd, add a /k after it followed by your command. Best understood by example:
cmd /k ipconfig /all
This will open the command window and run ipconfig /all all in one shot. The /k launches cmd in interactive mode, which will then process any commands after it. Here’s another example:
cmd /k netstat /?
That will pull up the help contents for the netstat command in one move by entering it in the Run box.