Several answers here:
There are actually two PATHs in XP - one for the user and one for the System
1) XP normally ignores AUTOEXEC.BAT completely. If you do a bit of Registry twiddling it will however parse SET commands and set environmental variables.
Registry Settings
User Key: [HKEY_CURRENT_USER\Software\Microsoft\Windows NT\CurrentVersion\Winlogon]
Value Name: ParseAutoexec
Data Type: REG_SZ (String Value)
Value Data: (0 = disabled, 1 = enabled)
2) CONFIG.NT and AUTOEXEC.NT control the Windows Virtual DOS Machine (NTVDM) subsystem.
The registry entries that are associated with the NTVDM subsystem are:
HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\Session Manager\Environment - This key stores the environment variables from the Config.sys and Autoexec.bat files for use in Windows.
HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\ VirtualDeviceDrivers - This key stores the device drivers that are used in an NTVDM session. Windows Setup creates these entries when a device driver is installed.
3) zoink is quite right - this should add the path to seacue's variables (if you execute it from your login), but make it rather
set path= %PATH%;c
blah\blah
Look at the PIF again. You don't HAVE to use CONFIG.NT and AUTOEXEC.NT
4) Start/Settings/Control Panel/System/Advanced/Environmental Variables (down at the bottom)
Add the path to your to User variables for seacue if you want 'em local to you or System variables if you want them to be global