Umm, are you asking about trying to execute external programs through one of PHP's program execution functions or are you talking about actually open a DOS console and typing commmands?
If it's the first, you need to specify the full path the executable (ie. "c:\program files\winamp\winamp.exe"). If you're only executing commands on files contained in one or two folders, add them to you %PATH% and you won't need to specify the full directory path.
If it's the second, you either need to add the path to the executable to your %PATH% or type the full directory path to the executable. HTH.
Cheers,
Geoff A. Virgo