Get more information from the Microsoft KB Article.
A sample autoexnt.bat file :
echo "Running AutoExNT.Bat" >> C:\WINNT\LOGS\autoexnt.Log
date /T >> C:\WINNT\LOGS\autoexnt.Log
time /T >> C:\WINNT\LOGS\autoexnt.Log
C:\Perl\Perl.Exe startup.pl >> C:\WINNT\LOGS\autoexnt.Log
An alternative approach for applications is to use the Resource Kit utility SRVANY which allows applications to run as services. It has the advantage of allowing console interaction. The tip also lists non-microsoft approaches to the problem.