I am using WDS to deploy Windows 7 unattended, and I want to run a batch after the installation to configure and install softwares. I use firstlogoncommands. However, it pops up the "open file - security warning." Are there anyway to bypass this warning?

will setupcomplete.cmd able to install softwares?

You should use .bat files for DOS and .cmd for Windows. The security warning will appear depending on where your script file is located. Is it on a CD or on a network share? If so, it probably should be copied to the local disk before executing.