Click Windows button, and then search for default and then choose Default Programs.
Inside of Default Programs, it is not possible to associate .cmd files with CMD. Isn't that maddening?
If I find a way to do this, then I'll set it up so .cmd files on my system run with Adminstrator authority.
The idea is:
1. I'm developing on the machine, and need to change / manage / mangle various files and settings quickly through .cmd files.
2. I don't want to be prompted UAC every time I do (1), above.
So I'm thinking it's a default "security feature" that you can't rewire the association without a registry hack, but that's going to be my next step.