[VipertheSniper]

cmd /C dir /S *.dwg /A > list.txt

This will close the console after it's finished. And also give you the files located in subdirectories... depending on how much there are you'll maybe want to use the the switch /B with the dir command, then you'll only get the paths written to the text file

The command in the batch file would look like this...
cmd /C dir /S /B *.dwg /A > list.txt

Or easier dir /S /B *.dwg > list.txt

That'll close aswell after it has finished