run batch file during shutdown

We still use lots of Win95 machines on our NT network. However, some of these machines hang on the Windows shutdown screen when they have been connected to the network. I solved this problem by creating a batchfile which disconnects all network connections.
Is it possible to let Windows execute this batchfile automatically just before or during shutdown, so the users don’t have to remember to execute the file before shutting down ? I tried using the task scheduler, but you cannot schedule tasks for shutdown there…