Under Windows 2k and XP exists no keyboard shortcut in cmd.exe to copy and past text. You need not only use your mouse but hit the proximity icon in the top left and choose edit|mark, edit|copy and so on.
cmd has a special mode named QuickEdit which can be enabled via the following command
REG.EXE add HKCU\Console /v QuickEdit /t REG_DWORD /d 1 /
all new cmd windows will now be in QuickEdit mode. Text can be selected with the left mouse button, copied via right mouse button and pasted via right mouse button.
Found on a msdn blog. Thanks!