Answer
This question was answered on December 16, 2004.
Much of the information contained herein may have changed since posting.
Go to the link below, read the article and if you like what you see follow the on screen instructions to get DOS. i have pasted some of the article for you below.
If you have already installed it, then you know that the latest OS from Microsoft won't let you boot directly to MS-DOS, going straight to Windows at boot time. This is the biggest step taken so far by Microsoft towards the announced death of DOS. The only way to boot to the Windows Millennium DOS is to make a boot diskette at the control panel, but you can't boot to plain DOS when booting from an hard disk by using F8 like you did before, on windows 95/98. Microsoft even went to the extent of eliminating the SYS C: and FORMAT C: /S commands. And WinME doesn't even run the commands on AUTOEXEC.BAT and CONFIG.SYS anymore!
I admit that this can in fact eliminate many user related problems that occur when the average user manages to get himself typing on a DOS prompt, therefore entering a state of panic that costs companies a lot of money on professional therapy for the users and post-FORMAT re-installations and data loss.
However, to a lot of us, this is VERY BAD NEWS, indeed. The main reason to boot to DOS nowadays is to boot an alternate Operating System, like LINUX, or to perform direct access to the hard disk, needed by some older applications. Without the possibility to boot to DOS, we all have to resort to a boot manager or to a boot diskette. Plus, there are some things that we might want our computer to load on startup, by means of AUTOEXEC and CONFIG.SYS. So, how to do it ?