Replace "DOS box" with link to Windows FAQ. (GH-12390)

diff --git a/Doc/faq/windows.rst b/Doc/faq/windows.rst
index 75ebe60..ad97cd0 100644
--- a/Doc/faq/windows.rst
+++ b/Doc/faq/windows.rst
@@ -15,6 +15,8 @@
 .. XXX need review for Python 3.
    XXX need review for Windows Vista/Seven?
 
+.. _faq-run-program-under-windows:
+
 
 How do I run a Python program under Windows?
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