I see what you are saying... You will need to either include this in your .bat file:
OR you will need to run this .bat file while in a dos window (by saying you will need to run this, that means you will need to locate the file from the dos window <ie.. type in cd c:/saved files/mysql.bat. if that is the location of the file> and run it by typing in its name) The best thing to do if you are to keep use this method is to put the file in c:/documents and settings/your username (assuming you are running windowsxp). What this does is, when you first open your dos window, you can simply type in mysql.bat and it will take you right into mysql and ready for you to enter information... The file is doing what you told it to do when you run it, but it is NOT staying open for you to type anything because you DIDNT tell it to keep a dos command window open....
So either have dos window already running, or include the dos command window included in your .bat file... Hope this clarifies it for you....