You can always delete autoexec.bat...
...while you can't delete your registry. Well, not all of it.
I had "HKEY_LOCAL_MACHINE/Software/Microsoft/Windows/CurrentVersion/Run" hot-keyed on a DMZ test machine just to see what would embed itself there from time to time.
From Apple's Quicktime to Adobe Reader, to PSafe, to Hao123, I had all sort of viruses spread over there.