In addition to the placement of the script, you also need to configure logon script processing for one or more users.
This can be done in a few different ways. The most notable are,
1) To specify the Logon script on the “Profile” tab of the user properties dialog in the Active Directory Users and Computers MMC
2) To specify the Logon script in a Group Policy for your domain.
-In the group policy editor, open the following folder: "Computer Configuration\Administrative Templates\System\Logon"
-In the right hand window, double click on “Run these programs at user logon”
-Select the “Enable” option and then click “Show”.
-In the ‘Show Contents’ dialog box, click “Add”.
-In the ‘Add Item’ dialog box, type in the path to your logon script using the format \\servername\sharename\file name
Screenshots for these instructions are here, http://isweb2.memphis.edu/umad/documents/LogonScript.htm
In a domain model, the second option is the most preferred since it is easier to manage for multiple users.
Here's some quick reference reading for you.
The Two Sides of Group Policy Script Extension Processing
http://www.microsoft.com/technet/scriptcenter/topics/gp/extension1.mspx
http://www.microsoft.com/technet/scriptcenter/topics/gp/extension2.mspx
Frequently Asked Questions About Logon Scripts
http://www.rlmueller.net/LogonScriptFAQ.htm