Windows cmd stderr redirection to stdout while keeping output to stderr?

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http://serverfault.com – Is there a way in Windows 7 cmd shell to redirect the stderr to stdout while keeping the stderr stream intact? For example, I have a program that outputs to stderr and stdout the following message TO STDOUT TO STDERR I want to have two files stderr.txt and stdout.txt with the following content stderr.txt TO STDERR stdout.txt TO STDOUT TO STDERR Is this possible? (HowTos)