Sure, copy your batch file into the NETLOGON share on your Domain controller.
This is more thoroughly covered in the Windows NT Server documentation.
For a more powerful expereince, save your logon scripts with the extension
.CMD.
This extension is only recognized by the Windows NT OS and not by Windows 9x
clients.  It will allow you to utilize the more powerful command scripting
language built into Windows NT/2000/XP, including a bunch more environment
variables from the OS and extended switches for various commands, like XCOPY.

When you're using the Windows 2000 Active Directory on your domain, the
scripts are stored in the SYSVOL share and organized by the AD GUID and
assigned by policies by group or container.  Consult the Windows 2000 Server
documentation for more information on Active Directory and the role group
policies play in logon scripts, logon behaviour, profiles, home directories,
and IntelliMirror application deployment (MSI).