Open a command prompt, type: set /? and hit Enter.
Set help...
Paste the following line into Start | Run and click OK...
hh ntcmds.chm::/set.htm
"When you assign a value to an environment variable with the Set command,
the value is effective only for that session. After the command prompt or
batch file that sets the variable terminates, the value is no longer
available. To create a persistent environment variable, you must set the
value in the Registry as a system or user variable."