Windows 7: Set permanent variable in cmd

I am trying to find a way to set a variable in the cmd that is "permanent".

What I mean is that I could set the variable %message% to "hello", and I could close the cmd, open it up a week later and if I typed this:
This would be the result
Using the normal SET command will only set the variable for the time the cmd is open. I need to set the variable within the system so that it will stay if I close the cmd.

it's been an hour, so...

BUMP

Use the Setx command: Setx