Just to add to the thread, I'm experiencing the same problem (I'm also on Windows). I also get the complaint about missing DosKey, but it goes away if I put the alias command in the pre_commands(). However, the alias operation doesn't seem to work, unless I'm doing it wrong, which is quite possible as I'm still getting up to speed with Rez.
So in package.py, I'm doing this:
def pre_commands():
alias("run_xsi","xsi.bat")
def commands():
env.PATH.append(r"C:\Program Files\Autodesk\Softimage 2015\Application\bin")
and then running this from Windows cmd.exe:
res-env softimage -- run_xsi
Which fails, complaining that it doesn't know what "run_xsi" is. If I do this though:
res-env softimage -- xsi.bat
It launches Softimage without any problems.