The reason you can't change the file to a .txt file is because you have your settings as hide extensions for known file types, if you switch this option off you'll be abletocall your file a .bat file.
another alternative is to start notepad, enter the program as above, then press save as, now either change the file type button to all file types, then call it start.bat
or, leave the file types as they are and put the file name in speech marks. "start.bat"
Another way of doign this (under windows) is to use a shell script.
start a file in notepad again.
put this in it
Set oShell = CreateObject("wscript.shell")
now save it as "start.vbs"
when you double click it it will start internet exlporer and outlook express.