I'm on XP, but 'dir /B *.mobi' or 'dir /b *.mobi' works fine from the Windows command-line for me. Make sure you are on the Windows command-line, not using the "Run" menu thing.
Make sure you cd into the directory that you want to list, first. E.g. "cd /D f:\documents"
On XP, it is under Programs/Accessories/Command Prompt.