Create a .reg file that inserts the program you want to be run in the RunOnce section of the registry.
You can set a Group Policy that forces a file to be run, when the user logs into the domain. On your Domain Controller, go into ADUC. Right click the domain, click Properties. Go to the Group Policy Tab.
If there is a button that says Open here, click it, then under the domain, right click the Default Domain Policy and click Edit. If you dont see the Open button, then you should see Default Domain Policy, click it and click Edit. Microsoft has done this in several ways, so I dont know what you will see here.
Under User Configuration-Administrative Templates-System-Logon, you will see a policy that says ‘Run this program when a user logs on’, and put in the .reg file that inserts the RunOnce command you created above.
User needs to reboot twice for your app to become active…first time inserts the .reg command…second time executes the .reg command.
Why not use a group policy to push out the banner? There are group policy objects to display the logon banner.