How have you entered DOS mode? For pure DOS, you will need to enter safe mode and select option 5 Command Prompt. From here you can enter the directories or get back to the C:\> and type in WIN which will get you back to Windows.
If using DOS from a Windows Startup floppy, I have never bothered to work it out (assuming it is possible), as it is quicker to press Ctrl/Alt/Del to reboot into Windows.
DOS was never my strongpoint.