There are a lot of threads that mention the windows task manager. One is this one:
https://www.mobileread.com/forums/showthread.php?t=80846, which is amusing because it is nchall114's thread.
However, if you are talking about command line programs, then you create a .bat (or .cmd) file that does what you want. This thread is probably of interest:
https://www.mobileread.com/forums/showthread.php?t=75543