Command Prompt can be disabled by Admin for users.
This can be done using gpedit.msc for WinXP PRO, follow these steps:-
1]Go to Start>Run, type gpedit.msc and press Enter.
2]Go to User Configuration>Administrative Templates>System
3]Double-click the Prevent access to the command prompt,then you can disable or set the policy to "Not Configured".
Also, WinXP Home does not have gpedit.msc, so u have to edit Registry directly...
1]Go to Start>Run, then type Regedit and press Enter.
2]There navigate to HKEY_CURRENT_USER\Software\Policies\Microsoft\Windows\System
3]In the Right side pane, Double click "DisableCMD" and set it to 0.
4]After making changes, exit from Regedit.
DisableCMD info here.