The windows terminal (the user-interface around text-applications like cmd.exe) really sucks.
There is so much that the Unix-style terminals do that the windows terminal
The only 'solution' that I have found to this problem is to install Cygwin/X and use XTerm instead. I use that every day at work.
There is a native windows version of rxvt that is available in Cygwin. It seems to work quite well and can be resized with ease, e.g. full screen.