setting env variable ORACLE_SID

I have installed oracle 10g on Windows XP. I tried to check the status of Enterprise manager console for the command line by entering
Oracle_home\bin emctl status dbconsole

I get the message
Environment variable ORACLE_SID not defined. Please define it.
How do i set this env variable?

with the set command

What? You have no registery entries for the 'default' ORACLE_SID?

Do you have any databases created? Or is it just a software install?