Let me see if I understand this correctly. Your build.xml file is located at c:\STARTEAM_WORK\ant\projects\ear? And you have to constantly cd to the directory before you can run the build script? Why not just open the command prompt in the correct folder? There is a handy Explorer plugin at
http://www.gabrieleponti.com/. Once installed, there is an Open Command Prompt Here option added to the context menu for folders in Explorer. I usually browse to the folder I want, and then open the command prompt there using this plugin. I have used this plugin with XP, Vista, Windows 7, Server 2003 and Server 2008.
By the way, Vista has such an option built in but you have to press the Shift key while right-clicking the folder.