I get very close if I have OpenSSH installed on some machine and I ssh in. That's a terminal program and it is possible to log terminal sessions.
Best of luck,
I am running repetitive command line tests and got to thinking if there was a way to save the contents of an entire DOS session (in Windows XP) to a file. I remember doing this using a command called "script" in Unix during college.
Not sure whether this command is available for use on WinXP.