2 notes on this:
runs under DOS
the thing you call DOS under XP is not really MS-DOS like ms-dos 6.02 or something but a dos emulation since xp or nt / win2000 no longer use the dos layer. Anyway the method is right open up a command line and type telnet, this will start your telnet client.
[How do I, What is?]
this part of the forum isn't meant to post things questions like this
Home/ Forums/ AntiOnline Site Related/ AntiOnline: How Do I? or What Is?/
you see the index before "AntiOnline: How Do I? or What Is?" , it says "AntiOnline Site Related"

but I can't blaim you cause many people seem to post questions in this forum, thinking it's an overall question forum.