You can configure multiple RunOnce entries. RunOnce jobs execute at the next logon and are deleted from the registry.
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:
pause The XYZ Corporation is pleased to welcome %UserName% to your first logon to %ComputerName%, a Windows NT 4.0 Workstation.
Upon completion, the value Welcome is deleted from the RunOnce sub-key.