Running a software Client Side at startu

HI All,
i hv a task to execute a software … on Clients logon on time from the server.
i hv Windows NT 4.0 server with windows client.. not workstation…
i hv tried the policy but can’t find the option of executing a software at login time..
i hv tried putting the the executable in Netlogon folder but it is not working…
if any one could help…