## Finally I got it SOLVED: ##

Run regedit
Go to HKLM\Software\Microsoft\Command Processor\ or HKEY_CURRENT_USER\Software\Microsoft\Command Processor\ or HKEY_LOCAL_MACHINE\Software\Microsoft\Command Processor\

For some reason there was AUTORUN key with "EXIT" inside.

Remove the AutoRun key and everything should went back to normal.
CMD.exe should start to work again.

##

SOURCE: https://stackoverflow.com/questions/5373137/cmd-exe-closes-immediately-after-calling-win7-64