If you're doing a fresh install of Windows Vista, you'll probably use a bootable DVD so that you're able to reformat the system partition. But sometimes you might find yourself in a situation where you could really use a command prompt as you go through those initial configuration stages (for example, when I installed Windows Vista on my home machine I needed to run the diskpart command line utility to convert a dynamic disk back to a basic disk structure).
Here's the magic key sequence: simply press Shift+F10, and you'll be presented with a command prompt. This also works after Windows Vista has rebooted for the first time on an upgrade, although be very careful what you do here - there's almost no good reasons to be interacting with the system at this point in time, and you shouldn't expect us to get you out of any holes you dig yourself into if you start making invasive changes at this point in time.