autoexec.nt missing at starup of xp

Every time i boot my xp based computer my autoexec.nt file is removed.
I’m using Dejawin for terminal emulation and when i want to run this program after a (re)boot i’ll receive the following message. “autoexec.nt is not a valid program” after i’ve restored the file from the backup the program works just fine. Can you tell me why the file is missing every time after a (re)boot?

Kind regards,
Rinus Reus