Maybe I'm missing something very simple here. In the past, my command prompt window wasn't skinned. By pure luck I read a forum post a few months back where someone asked that question, and he got the answer. I went and performed that change, and voila, my command prompt window was skinned.
I just recently put in a new hard drive, and reinstalled wb4.6 enhanced. I went to use the command prompt tonight and once again, my command prompt window is not skinned. So I checked to make sure 'skin console windows' was selected; it was. I've gone and added a 'per application' setting for cmd.exe. I first tried the default skin (thinking it would use 'Cabal', the wb skin I'm using). Nada. Then I specifically selected 'Cabal' as the skin to use for that application. Still no go. Am I really missing something simple here?