help me set up msde

I just installed MSDE off of disk that came with teach yourself asp.net in 24 hours. To get the program started you must go to run and type cmd and wait for the C prompt. I get this far, but I can't get a C prompt. It always comes up C:\sql2ksp3> How do I get a C prompt from here. I know it must be something easy that I am just overlooking or forgot.
Thanks
Del Dobbscd \

not that is matters a lot.