Use freopen(..., stderr) and then execute the desired command via
 system(). There are downloadable versions of programs to do this.

 This file includes TP4 source and an executable:
 <http://www.simtel.net/pub/pd/50430.html>

 A C example is downloadable as:
 <http://www.simtel.net/pub/pd/41772.html>

 I compiled it with MSC 7.0, and it works fine with one exception:
 Contrary to the included comments, redirected output starts writing at
 the beginning of the output file rather than appending. That is easily
 solved by adding "fseek(stderr, 0L, SEEK_END);" after the freopen() call
 for stderr.

 A reader comp.os.msdos.programer has created a utilitiy that can capture
 console output. It can be found at:
 <http://www.simtel.net/pub/dl/11141.shtml>