Bad or Missing Command Interpreter
This error is more of a DOS issue, but because the command prompt is still a part of Windows, you may see it from time to time. The command prompt itself is a program named COMMAND.COM or CMD. COM (same thing). It is the program that displays the command prompt and runs other DOS programs and commands. Nerds would call it "the shell" program, for some obscure beach reference.
When a DOS program closes, it is supposed to return control to COMMAND. COM. If memory space is tight or the program that was just run is corrupted, COMMAND.COM often can't be found. In that case, the DOS session hangs up and issues a "Bad or missing command interpreter" message.
Fortunately, this message does not mean disaster or instill the terror that it once did with DOS users. When you see the message, simply close the DOS window and get on with your life.