Thanks to Peter from Cedes, who found that on the great big world wide web. Ever needed to build filenames in DOS/Windows Command Line Prompt in batch files, which consists of the actual date? No problem to do that with a bash, but DOS? Here is how to do that.
Following string will be shown as: filename_2008_29_08.ext
set varname=filename_%Date:~-4,4%_%Date:~-10,2%_%Date:~-7,2%.ext
Must be something like internal substring handling or so.