The Windows command interpreter allows you to use the quotes around the entire set command (valid in every version of windows NT from NT 4.0 to Windows 2012 R2)
Your script should just be written as follows:
@echo OFF
set "myvar=C:\my music & videos"
Then you may put quotes around the variables as needed.
Working with the CMD prompt can seem esoteric at times, but the command interpreter actually behaves pretty solidly in obeying it's internal logic, you just need to re-think things.
In fact, the set command does not require you to use quotes at all, but both the way you are doing your variable assignment and the way the ,method of using no quotes can cause you to have extra spaces around your variable which are hard to notice when debugging your script.
e.g. Both of the below are technically Valid, but you can have trailing spaces, so it's not a good practice:
set myvar=some text
set myvar="some text"
e.g. Both of the below are good methods for setting variables in Windows Command interpreter, however the double quote method is superior:
set "myvar=Some text"
(set myvar=Some value)
Both of these leave nothing to interpretation the variable will have exactly the data you are looking for.
strong text However, for your purposes, only the quoted method will work validly because you are using a reserved character
Thus, you would use:
set myvar="c:\my music & videos"
However, even though the variable IS correctly set to this string, when you ECHO the sting the command interpreter will interpret the ampersand as the keyword to indicate another statement follows.
SO if you want to echo the string from the variable the CMD interpreter still needs to be told it's a text string, or if you do not want the quotes to show you have to do one of the following:
echo the variable WITH Quotes:
Echo."%myvar%"
echo the variable WITHOUT Quotes:
Echo.%myvar:&=^&%
<nul SET /P="%myvar%"
In the above two scenarios you can echo the string with no quotes just fine. Example output below:
C:\Admin> Echo.%myvar:&=^&%
C:\my music & videos
C:\Admin> <nul SET /P="%myvar%"
C:\my music & videos
C:\Admin>