How do I run a command when opening cmd.exe with shortcut?

In the target box of your shortcut, use

cmd /K "chcp 1252"

This should run your program and leave the cmd window up when complete

Per the docs on cmd.exe,

The registry keys:

HKEY_LOCAL_MACHINE\Software\Microsoft\Command Processor\AutoRun\REG_SZ 
HKEY_CURRENT_USER\Software\Microsoft\Command Processor\AutoRun REG_EXPAND_SZ

should do what you want.

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