Distributable Command Window
Adel Gharib has submit a tip of the month in Advisor Guide to Visual FoxPro July 2006 issue to create a distributable command window which can be embedded into a compiled VFP exe. I have worked on Adel's tip and package the code into a class (commandprompt of sysadmin.vcx).
I use the ACCEPT command instead of the INPUTBOX command suggested by Ceil because it acts more like a command window that way. And a form is used as the input/output service.
To open the command prompt window, run the following code in the VFP command window or through a menu pad or in a mouse click event handler:
ox = newobject('commandprompt','sysadmin')
Here is a screenshot of it in action.

Click here to download the VCX and below is the source code of it:
DEFINE CLASS commandprompt AS form
Height = 250
Width = 467
ShowWindow = 2
DoCreate = .T.
AutoCenter = .T.
Caption = "Command Prompt"
FontName = "Courier New"
FontSize = 10
BackColor = RGB(255,255,255)
Name = "commandprompt"
*-- Start the command prompt.
PROCEDURE start
#define EXIT_TOKEN 'quit'
LOCAL lcPrompt, lcCmd
LOCAL loEx as Exception
this.Caption = "Type '" + EXIT_TOKEN + "' to finish"
this.Show
? version()
? os(1) + " " + os(7) + " " + sys(17) + " " + strtran(sys(0)," #","")
DO WHILE .t.
lcPrompt = SYS(5)+SYS(2003) + IIF(EMPTY(ALIAS()),""," (" + ALIAS() + ")") + " > "
accept lcPrompt to lcCmd
IF ALLTRIM(LOWER(lcCmd)) == EXIT_TOKEN
EXIT
ELSE
TRY
EXECSCRIPT(lcCmd)
CATCH TO loEx
MESSAGEBOX(loEx.Message,0, "Error " +tran(loEx.ErrorNo))
ENDTRY
ENDIF
ENDDO
ENDPROC
PROCEDURE Init
this.Show
this.start
return .f.
ENDPROC
ENDDEFINE