Another thing to remember is that Windows 9X platform (95, 98, ME) were all just DOS Shells. They basically gave DOS a GUI or Graphical User Interface. At the core they were still DOS they just looked really pretty for the time.
That is how installing ME would give you DOS support. Since ME was just a DOS Shell. It wasnt until Windows 2000 and a year later XP that Microsoft moved completely away from the DOS shell and went with their own complete OS. That is why you dont see the DOS Prompts with the MSDOS Icon after the 9X platform.
The lower left hand corner is the image i am thinking of.
That is how installing ME would give you DOS support. Since ME was just a DOS Shell. It wasnt until Windows 2000 and a year later XP that Microsoft moved completely away from the DOS shell and went with their own complete OS. That is why you dont see the DOS Prompts with the MSDOS Icon after the 9X platform.

The lower left hand corner is the image i am thinking of.