What you want to do is to make a .bat file bat being short for Batch on windows NT/2000.
It would contain commmands like
render.exe myscene1.mb
render.exe myscene2.mb
Type render.exe -h in the console to get the options
To start the myrenders.bat just double click it
There are alos several utilities here at highend that give you a graphic interface for rendering batches.