The file autoexec.sas typically exists in the directory of the various SAS application servers, for example <SASConfig>/Lev1/SASApp/WorkspaceServer/autoexec.sas. This file calls an autoexec_usermods.sas in the same path, as well as autoexec files in higher levels for when you want to apply autoexec to more than one server. So if you wanted something to be done in all servers run from SASApp you could use <SASConfig>/Lev1/SASApp/appserver_autoexec_usermods.sas.
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Greg Wootton | Principal Systems Technical Support Engineer