Make sure you're using the right syntax. As a leftover from MS-DOS times, changing drive and directory are two separate operations in the command-line shell.
For example, to go to
T:\, you first change the drive to
T:, then the directory to
In Windows NT, the
cmd.exe shell allows combining both operations again using the
cd /d T:\
A bit more detail. When you run
cd T:\ as in your own example, it does change the directory, just not the drive. In MS-DOS and DOS-based versions of Windows, each drive letter had its own separate "current directory", as explained in this post.
Windows NT only has one "current directory" per process; however, the command shell and its
cd command have to emulate the old behavior for compatibility reasons.