dir /s > filelist.txt
Type that at the dos prompt, at the whatever directory you want to create the list for. It'll create a text file called filelist.txt in the same directory. Get rid of the /s if you don't want it to list all the files in the subdirectories. You can also add in wildcards like *.mp3 or *.avi to list only mp3/avi files, just add in it before the >.
I hope all of that made sense, it's 7:45am and I'm sleepy.