The command prompt, when initialized,starts in the logged in users default directory which will be like C:\Documents and Settings\Username. From there, you have to navigate using DOS commands to the respective directory, if you have to run an application or work on some files. If you want to launch the command line at a different location,
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Create a shortcut on your Desktop or your Quick Launch folder by right clicking on it and then clicking New > Shortcut.
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Enter the location of the item as C:\windows\system32\cmd.exe.
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Give a name to the shortcut and click Finish create it.
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Right-click on the created shortcut and choose Properties.
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Click the Shortcut tab and enter the path where you want the command prompt to start. For example, C:\. Click OK.
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Double click the shortcut to run it.
In this way, By specifying a startup location, the command prompt can start at that location.