How to create macro to perform series of O/S commands

I need software to make a macro that will do the following: (just perform a
series of mouse clicks...)
1. Start the Windows Zero Configuration service
2. Open "View Available Wireless Networks" - select "Change advanced
settings" - select "Wireless Networks" tab - select "Use windows to
configure my wireless network settings"

I searched (Google) for macro creation software, and only could find
AutoHotKey. I followed the instructions of the page suggesting it - Record
- do steps - Stop - convert marco to .exe - run -- it all works until I
try to run it, it puts an "H" in the bottom corner of the screen by the
clock, and just sits there - right clicking give you the option to stop the
script, resume, or exit. I immediately uninstalled the software, as it
doesn't work. This should be really simple...

(I've tried to stop the wi-fi card software from taking over on start up - I
am not
interested in any help fixing that - I just want a macro to do the key steps
to fix it, that's on my desktop so I can double click it when I need it.)