The only ways i'm aware of to do what you want, would be to put a reference to bat file in this location of the registry
HKEY_LOCAL_MACHINE\Software\Microsoft\Command Processor\AutoRun (this location is mentioned in cmd /?)
I suggest in the bat file, using subst to assign a drive letter to the long path.
And you can also change the current directory by doing like cd \blah in your bat file. or R: if you've made R point to your long directory.
subst R:
C:\>subst P: "c:\documents and settings\administrator"
C:\>P:
P:\>
You could also do something like
prompt $g
as an alternative to the famous default prompt $p$g
but then you might forget what directory you're in. The subst idea looks like a good one. In the bat file referenced in that autorun registry location for the cmd prompt.
I think those are good ways but I don't really know of other ways..