ANSI.SYS does not work in CMD.EXE sessions, only COMMMAND.COM sessions, which you can run under NT/2000/XP, but are less than useful. (** Severe understatement!)

The only way I have found to use ansi escape sequences in conjuction with CMD sessions is Win32::Console::ANSI which overrides several built-ins and selects a tied handle in place of STDOUT, and then implements the ANSI sequences using Win32 native console functions.

Whether this would coexist with the curses package I'm not sure, but it would be worth a try.