It seems to be printing the ANSI control codes properly.
You need a terminal that supports them.
On windows, try loading an ANSI driver.
(hint, find a file called ansi.sys, rename it to ansi.com, and execute it, and the shell should be ansi capable)
Update: Even better, see microsofts help file on the subject.
How to enable ANSI.SYS in a command window