Consolas is a new monospaced font on Windows Vista and Windows 7.
It was not available on Windows XP until recently1), and even now, you have to jump through hoops, to get them.
Either you need to install PowerPoint Viewer, or Visual Studio Font Pack for Visual Studio 2005 or 2008.
Even if you do that, you still won't have Consolas as command prompt font. You need to add a certain value in the registry, to get that2).
Tired of carrying around those fonts on a USB-Stick, and merging the .reg-File manually, I decided to make a small installer, that takes care of all that.
I played around with NSIS a bit, and the tiny installer is a nice way to add Consolas to Windows XP, even as console font.
It's licensed under ISC-License and can be downloaded from here, but it's also out there on the Internet in various BitTorrent trackers and file hosters.
It consists of no more than the font files and the NSIS-Script, compressed with LZMA. Just run the
.exe and you'll be fine. It places an uninstaller on the Desktop in case you change your mind.