Relief comes from an unexpected quarter if you pine for your unix command line shell aliases and other such:
doskey ls=dir $*
is what you want. you can put it in an autorun setting in your registry by pasting this into notepad and saving it as something.reg
Windows Registry Editor Version 5.00 [HKEY_CURRENT_USER\Software\Microsoft\Command Processor] "AutoRun"="\"C:\\Program Files\\Commands\\CmdAutoRun.cmd\""
If you prefer to do it by hand rather than by double clicking a .reg file, you don't need the extra quotes and escapes (but keep the outermost quotes):
"C:\Program Files\Commands\CmdAutoRun.cmd"
Note you use $* instead of %*. You can otherwise use $1-$9. Further escape codes are on the technet DosKey page