I would like to run a batch file I have that executes the following before a user logs on:
start \"VLC web Interface\" \"C:\\Program Files (x86)\\VideoLAN\\VLC\\
The answer above would work. However, my preference of how to do it would be a little different. The effect is more or less the same, but I find it a little easier to use the Task Scheduler.
It will now be in your Task Scheduler list of scheduled tasks. From there, you can right click on it and run it now, or end it, or whatever, and it will run every time the computer starts. Any user should be able to do this, whether on a domain or not, and even if you are using Windows Home (in which case you can't use gpedit.msc anyway).
Create a local group policy object for a startup script.
Start up scripts run pre login.
To create what you are after:
The selected script will now run every time the PC starts. If the PC is part of a Windows Active Directory domain these settings will be overridden with AD Group Policy, in which case the admin of the network should be doing this for you.
Edit: It's been a few years since I wrote this, while this would work, it's probably simpler to go with Automate Everything's answer and use Task Scheduler to perform an "At Startup" action.