The AutoExNT service allows you to run a batch file, Autoexnt.bat, when you boot NT without having to log on to that computer. AutoExNT.exe is a service which will run the autoexnt.bat file. AutoExNT is an NT Resource Kit utility. You use instexnt install command to install AutoExNT. To allow AutoExNT to function, set the service to start automatically in Control Panel / Services. The documentation says to contact rkinput@microsoft.com for questions or feedback concerning this utility.

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.