A batch file? No.
You can run certain programs under very limited conditions after SMSS starts
but before the rest of the OS loads. Look in
HKLM\System\CurrentControlSet\Control\Session Manager\BootExecute.
But the Win32 API is not available at that time in the boot process, and the
CMD window runs under Win32, so there's no way to run a batch file.
What, exactly, are you trying to accomplish?
-Matt