You could just install a standard keylogger that logs all keystrokes, but it sounds like you just want to log keystrokes for the command prompt. There has to be some way to right a batch file that will log every keystroke a user makes. Where is our resident batch file guru. If nobody responds with something that just logs keystrokes made in the command prompt, you can try this: http://www.kmint21.com/keylogger/
that is the first free option I got when I typed keylogger into a google search, you may want to check around a bit more before downloading that one. Good luck.