When I come to office in each morning, to get started I have to open eclipse, Mozilla, Outlook, etc.
Can I make script or an file which contains .exe path of above programs and once I run it, it will open all of the applications I need?
It is much simpler than a script: Just copy the shortcuts to the Startup Program folder.
It is located here on XP:
And here on Vista/Windows 7:
The easiest way to get to the folder is to go to Start (or the new Windows Button)>All Programs>Startup and right click and open. Copy any shortcuts for the programs you want to open there.