Firstly, there are no such thing as DOS prompt in Windows. And if you take effort to create one (e.g. using DosBox or another virtual machine), node.js is not supposed to be run from a DOS prompt as it's a Windows console application and not a DOS application lol. But calling Windows command prompt DOS prompt is a common misnomer, so I hope you really mean that cmd.exe prompt.
Unlike a previous commenter said, Node.js is fully supported under a complete installation of Cygwin, and almost everything works using the stripped Cygwin tree and node.js windows binaries I provide at http://node-js.prcn.co.cc.
So that /usr/bin problem is not related to an incompatibility with windows. You are even not supposed to put your .js files in bin directory of my tree - any location (and normal absolute or relative Windows path) will work.
I created an example.js in bin directory, created console.log("foo") line in it, went to start menu - windows prompt, cd to the bin directory and executed node helloworld.js without any problems.
So as I cannot reproduce your problem, I have a few questions for you:
1) Does node -v work? If yes, what does it say?
2) Did you extract whole tree (e.g. bin, lib directories etc) or just node.exe from the .7z archive I provide?
3) Are you running shell.cmd or a plain windows prompt from start menu or by running cmd.exe ? (all three ways are supported)
.batfile containingnode server.jsand savenode.exe,server.jsand that batch file all in the same directory?