Windows default logon scripts folder
The Default logon scripts folder may not be created on a new installation of Windows.
The folder must be created (if needed) and shared out with the share name NETLOGON.
On Windows NT 3.x and 4.0 DC and workstations:
%SystemRoot%\System32\Repl\Import\Scripts.
On Windows 2000/2003 Server:
%SystemRoot%\Sysvol\Sysvol\domainname\Scripts.
On Windows 2000/XP Professional:
%Systemroot%\System32\Repl\Imports\Scripts.
Then goto Computer Management to Local Users and Groups, click on the user desired and under profile you may set up the script to run on logon.