Yes, there are a couple approaches, but probably the easiest way using the rdesktop connection type. Rather than forwarding an entire windows desktop after doing a remote-desktop login, a single application (including a shell running your batch file) can be launched instead.

There's an article found in linux.com archives that describes it pretty well. It mentions virtual machines and launching notepad or a windows start menu, but you can just as easily lauch a cmd / command.com shell. Here's there link:
http://archive09.linux.com/feature/124908