I don't think that's what he means Miggy.... Imagine a program who's input is a command, and when you give the program that command it executes it as if you wrote a program, compiled and ran it. Like those Windows API commands that trojans/virus's/blackholes use to screw with your computer....
I don't know of any commands to do this, but you could make a SUB that output a "FILE.BAS" file which contained the command you wanted to execute, then use the SHELL command and a DOS line compiler to assemble it, and then SHELL to the .EXE file that the compiler created. This sounds a little crude, but considering the speed and relative small amount of disk space this would cost you, it's no big deal if it's something you really want to do.....