Hard to tell exactly, both because of course it was a process (still running DOS some time while having Windows as a GUI for other uses), and I don't remember everything exactly.
I think the later Running-on-top-of-DOS-Windows-versions - the last one was Windows ME I believe - where trying to hide their DOS-based roots, and you had to use some hacks to actually boot into DOS. I can tell you that I used those hacks.
I never migrated to the "native" (non-DOS-based) Windows versions (I believe XP was the first consumer-not-dos-based version), but switched to Linux around that time.