You can configure multiple RunOnce entries. RunOnce jobs execute at the next logon and are deleted from the registry.

Edit: HKEY_LOCAL_MACHINE\Softwate\Microsoft\Windows\CurrentVersion\RunOnce

Add value Any name with type REG_SZ. Set the value to the full path of the executable or batch file. Here is a simple example:

Add value Welcome REG_SZ set to \\ServerName\UserShare\Welcome.cmd where Welcome.cmd might contain:

@echo off
pause The XYZ Corporation is pleased to welcome %UserName% to your first logon to %ComputerName%, a Windows NT 4.0 Workstation.
Exit

Upon completion, the value Welcome is deleted from the RunOnce sub-key.