1) write a script (batch file or vbscript)
2) Join the computer to windows Active Directory domain
3) put script on Active directory server in the directory \\<domain
name>\netlogon
4) create group policy that uses logon script
4) join computer to domain
5) logon to domain
for example: a simple script
net use x: \\servername\sharename
No domain or Active Directory?
drop in the startup folder.