This is obviously old, but still useful nonetheless. I’m using it as an alternative to adding a directory to PATH, but there are many more use-cases. The 2 steps below will store the aliases (“macros”, in windows speak) in a file and setup the command prompt to load them every time it is started.
Put the aliases in %userprofile%\mymacros.txt:
VBoxManage="c:\Program Files\Oracle\VirtualBox\VBoxManage.exe" $*
In HKEY_CURRENT_USER\SOFTWARE\Microsoft\Command Processor, create/edit a string value “AutoRun”:
The aliases (macros…) should be ready the next time the command prompt is started.