While I personally love Command Prompt and almost always have an instance of it open in order to launch administrative tools, in general it is true that Command Prompt is a security nightmare. If any user somehow stumbles their way into an elevated Command Prompt window, they can do literally anything inside the Windows operating system. So as a matter of security common sense, if there is not a legitimate need for Command Prompt to be used on workstations in your environment (and I very much doubt that there is), disable it! This is a quick and simple policy, but one that is almost always a great addition to a well-rounded security package:
User Configuration | Policies | Administrative Templates | System | Prevent access to the command prompt:
Set Prevent access to the command prompt to Enabled, that's it! CMD.EXE is now blocked wherever...