If you liked the idea of quickly launching command windows, but want the window separate from your explorer shell you should look into Microsoft’s free “Open Command Window Here” Power Toy.
You can find it and other power toys for XP at http://www.microsoft.com/windowsxp/downloads/powertoys/xppowertoys.mspx or http://shrinkster.com/kuy. The description is about halfway down, on the right side of the page are links to the downloads.
If you are a Visual Studio developer, you’d probably like to have a version of this to create a VS Command Window. No problem, Scott Hanselman has created some inf files you can use to create these. Find them on his blog at http://www.hanselman.com/blog/VisualStudioCommandPromptHereAndSearchUnknownFileExtensions.aspx or http://shrinkster.com/kuz.