youll need your enviroment details set in windows if you have windows xp
then got to start and right click my computer and propertes now go to enviroment variables scroll down your system variables to path and click edit and add the path of the upx folder where the exe lies to the varialbles already there make sure you have a semicolon ; before and after the path or it wont work.
now what thats done is let you acsses upx from anywhere under the cmd prompt.
to make the bat file create a new txt file and add your switches to the new file it will probably be something like this
upx -c my.exe /this is just submizing where i put upx just put the actuall name of the upx.exe and im not sure what or if the -c will be needed have a read through the upx read me/
then save it as make.bat
put the bat file next to my.exe click it and it should* do the work for you.
if any of thats unclear or if it simply doesnt work just give us a post and ill download upx and get it going for you bud