De cmd /?
:
If /D was NOT specified on the command line, then when CMD.EXE starts, it
looks for the following REG_SZ/REG_EXPAND_SZ registry variables, and if
either or both are present, they are executed first.
HKEY_LOCAL_MACHINE\Software\Microsoft\Command Processor\AutoRun
and/or
HKEY_CURRENT_USER\Software\Microsoft\Command Processor\AutoRun