Save the file as something.bat, and then create a shortcut to it (in Explorer, right-click on the file, then click on Create Shortcut). Then drag the shortcut onto your desktop. Then clicking the shortcut should start the batch file running, which should start the processes which you've listed in it running.
I use a couple of batch files for backup on a daily basis without any problems with my XP Home system. I've never tried this particular idea myself but it was serendipity that you asked about it just 10 minutes after I'd read the article in the magazine which means that at least one other person in the world would like to do it too:o)
Each reference to a program should start on a separate line in the batch file.
The reference to 'Start' is required for each program.
The reason for the quotes surrounding the program location is due to the fact that the program or file names are either longer than 8 characters or that they have a space in the name.