When you install MS-DOS, it creates an AUTOEXEC.BAT file for you, which you can modify or replace as described above. Be sure to name the file AUTOEXEC.BAT and store it in the root directory of the hard disk or diskette from which you load MS-DOS. (You may want to rename your original file to AUTOEXEC.OLD, in case you need to use it again later.)
See your MS-DOS documentation for more information about creating and using batch files.