There is a possibilty that you have the following Registry setting configured:
HKEY_CURRENT_USER\Software\Policies\Microsoft\Windows\System!DisableCMD
If you see the value 'DisableCMD' in the above location then simply delete it.
If you are not comfortable with editing the Registry then you will find this setting by going to:
Start > RUN
Type gpedit.msc and press OK
Navigate to: User Configuration > Administrative Templates > System
Look for the option 'Prevent access to the command prompt'
Double click it and choose 'Not Configured'
There is a possibilty that you have the following Registry setting configured:
HKEY_CURRENT_USER\Software\Policies\Microsoft\Windows\System!DisableCMD
If you see the value 'DisableCMD' in the above location then simply delete it.
If you are not comfortable with editing the Registry then you will find this setting by going to:
Start > RUN
Type gpedit.msc and press OK
Navigate to: User Configuration > Administrative Templates > System
Look for the option 'Prevent access to the command prompt'
Double click it and choose 'Not Configured'
If you just type in cmd in the RUN dialog and hit enter, it should stay open. If you are trying to run a program, it will run the program then close unless you set it not to. Please list exactly what you are doing and what is happening.