I agree with bipinajith - can't be done in DOS.
But - you can replace the standard command interpreter (command.com in older versions) by sth. like complus.com (a unix-like cmd interpr. for MS OSes) or the sh.exe found in Unxutils.
What I wanted was to be able to use VB6 to open a command prompt (which I've managed) and then telnet onto a server by sending keypresses to the command prompt (which I've also managed) and I wanted the output for the command prompt to be sent to a file on my local machine.
I thought the best way to do this would be an equivalent of << in Unix
I have however, managed to get around it by running my telnet commands on the server and sending its output to a file on the server and then using Inet to FTP the file to my local computer.