Why do you want to do this? Would it be just as good to write  to the
immediate window?

But Writing into console, would help me display
the record that is being processed.

If you really must... then one way to go, and I'm not saying the only
way, is to create a .BAT file  to echo and shell that.. or even maybe
shell the echo itself.

Whatever you do, I think you will need to either shell to a DOS
command or program or start a WSH script.. which I think is also a
shell process.

But I really don't see why you can't write  to the immediate window.
Another option may be to write to the status line... and maybe even
use MsgBox

Why not use:

Application.StatusBar = SomeMessageRelatingToTheCurrentRecord

What are you hoping to acheive by sending output to a dos box?