Record a macro of windows commands

It sounds like you are looking for AutoHotKey:

AutoHotkey is a free, open-source utility for Windows. With it, you can:

• Automate almost anything by sending keystrokes and mouse clicks. You can write a mouse or keyboard macro by hand or use the macro recorder.
• Create hotkeys for keyboard, joystick, and mouse. Virtually any key, button, or combination can become a hotkey.
• Expand abbreviations as you type them. For example, typing "btw" can automatically produce "by the way".
• Create custom data-entry forms, user interfaces, and menu bars. See GUI for details.
• Remap keys and buttons on your keyboard, joystick, and mouse.
• Respond to signals from hand-held remote controls via the WinLIRC client script.
• Run existing AutoIt v2 scripts and enhance them with new capabilities.
• Convert any script into an EXE file that can be run on computers that don't have AutoHotkey installed.

AutoHotkey can record and play back macros, though it's usually easier just to write them in the AutoHotkey language in the first place.

There's also this new kid on the block automation solution for Windows: http://lifehacker.com/5459673/sikuli-automates-almost-anything-with-screenshot-ease