Use something like wordpad or notepad to make your autoexec.cfg file. Save it as autoexec.cfg, in the proper /HL2/cfg directory. It will automatically run upon statup of the game. In the game, you can access the console, and type exec autoexec.cfg, and it will run again, if you want.
when you save your text file
click "Save As"
then change it from save as type text document to All Files
the save name should be Autoexe.cfg
babam, your done.