"Insert" is always on in my Vista command prompt

At the extreme top left of most windows, there is a small box which - when clicked - opens the system menu. Usually this menu contains nothing much more than Move, Size, Minimize and Maximize. For command windows, it also includes Properties. Select that, go to the Options tab and make sure that Insert mode is enabled. Click OK to save your changes, and when prompted, choose "Save properties for future windows with same title".

You can also do this by right-clicking on the shortcut you use to open the command window and selecting Properties.