But if you want to change environment variables persistently on Windows,
you can go to the Control Panel. The specifics below are with XP, but
it'll be similar for other versions between Win2k and later.
ControlPanel->System
Advanced tab
Click button labeled Environment Variables
The upper section contains variables specific to your own logon, while
the lower panel has variables that will be set for all users. I believe
in most cases, a variable defined in both places will get the "user"
value. But for PATH, the two are combined into a single, longer
string. And perhaps that's true for some others as well.
If you have trouble finding that page ("Environment Variables"), see if
you can find the System Properties panel. It has an Advanced tab, and
you can continue as above.
Once you've set these, any new copy of CMD.exe will get the new values,
and they are remembered across boot. However, typing start from an
existing DOS box just gets a copy with the same variables you've defined
locally.
DaveA