|"why did you buy a "new" PC without an O.S.?"|
I wonder why people buy a PC 'with' an OS. It's cheaper, but when you do that, the OS is locked to that motherboard. If the motherboard dies or you want to upgrade, your OS software is obsolete and will not work with the new motherboard. That's not the case with an OS purchased from M$.
FWIW to XP users: When you click on the 'Command Prompt' you are just causing the 'Command prompt' to be displayed. This prompt gives you access to NTVDM.EXE, the 'NT Virtual DOS Manager'.