Can't you just do this in a shortcut as well, like C:\Program Files\Call of Duty\codmp.exe -a 0 in the properties of a desktop shortcut?
Also, if you make a batch file, tell it to start instead of executing the file, like this:
start C:\Program Files\Call of Duty\codmp.exe -a 0
That way you don't get a dos window hanging around in the background.