How can I launch several sequential steps in an application with one step?

I need to either a).create a shortcut that can launch several steps in the same app, from starting the app, to the next step, and the next step, etc, or b).find some other way like a command prompt, etc to do this without having to go through the several clicks as usual. Eg, launch my internet broadband modem, then launch the “connect” function, then the “open browser” function. Thanks for any pointers.