1. Create a file to store your macros (DOSKEYs).
Eg in "C:\bat\macros.doskey":
np=notepad

2. Go to the registry editor.
Go to:
HKEY_LOCAL_MACHINE\Software\Microsoft\Command Processor\

3. Right-click and add a new "String Value" sub-key.
4. Right-click -> New -> String Value -> Name it Autorun.
5. Right-click -> Modify -> Value data -> DOSKEY /MACROFILE="C:\bat\macros.doskey"