The reason why your MSDOS Prompt command is not working and why you keep getting "bad command or file name" is as follows:
You need to type in the dir>myfilelist.txt to create the filelist (which can be opened in Notepad afterwards) when you are in the directory (sometimes called folder) where your music files are stored. How about this:
c

progra~1\music\dir>myfilelist.txt
This should create a file called myfilelist.txt in your music directory which is under the programfiles directory on you c: drive. You can then edit the file with notepad after typing exit at the DOS prompt.
To be sure though, when you exit windows into MSDOS by clicking the MSDOS Prompt icon, you may not be in the right directory, so type in
cd\
to get you to the c

directory, then type in
c

progra~1\music\dir>myfilelist.txt
and that should work. There will be no reply from the operating system if this has worked OK.
Later versions of Windows (like Win 98 Ver 4.10.2222) show the full filename on the right hand side of the directory listing. Use Word with the text file above and you should be able to filter out the words that you don't want, then use the bits that you do.
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400 Hertz but DC is easy