How to change/add environment variables from command line PERMANENTLY?

If I am opening a command prompt in Windows XP and type - set FOOBAR=D:\test\project, then the environment variable FOOBAR is set for this command prompt session to the new value. But it is not changed for the global environment of the whole machine? To change it for the global machine I have always to go to, Control Panel > System > Advanced tab > Environment Variable Button and then change it manually there. Can anyone tell me a way to change the global env varible values from comman line? Thanks.

After you have run the set command then run of the below commands as well:
setx.exe (Win2000 Resource Kit)

I think that in Windows XP SP2 there is a tool named setx.exe that lets you to change global Environment variables from the command line itself.