You can try this:
In C:\Program Files\Wolfram Research\Mathematica\7.0 create a file called firstgo.m containing:
UsingFrontEnd[Module[{},
file = "C:\\Temp\\Test.nb";
targetnotebook = NotebookOpen[file, Visible -> True];
SelectionMove[targetnotebook, Next, Cell];
SelectionEvaluate[targetnotebook];
NotebookSave[targetnotebook];
NotebookClose[targetnotebook];
]];
And in C:\Temp create a file called Test.nb containing:
Module[{x1=0},
Export["C:\\Program Files\\Wolfram Research\\Mathematica\\7.0\\sin.gif",
Plot[Sin[x],{x,0,6}]];
While[x1<1000000,
If[Mod[x1,100000]==0,Print["x1="<>ToString[x1]]];
x1++]]
Then in a Windows command console run this:
cd C:\Program Files\Wolfram Research\Mathematica\7.0
MathKernel -noprompt -initfile firstgo.m
You will see the Test.nb creates a file called 'sin.gif' in the Mathematica directory. Test.nb also contains some Print output, but despite running in the front end and saving after the run there is no print output saved. Also, I have yet to figure out a way to quit the kernel without interrupting the front end process.
Addendum
If you know how long your process is going to take you can use a batch file to close Mathematica when it's done, (ready for the next run). This example pauses 20 seconds before shutting down Mathematica. Note, firstgo.m is now moved to C:\Temp for purpose of demonstration. Create a batch file RunFirstGo.bat in My Documents containing:
@echo off
setlocal
PATH = C:\Program Files\Wolfram Research\Mathematica\7.0\;%PATH%
echo Launching MathKernel %TIME%
start MathKernel -noprompt -initfile "C:\Temp\firstgo.m"
ping localhost -n 20 > nul
echo Terminating MathKernel %TIME%
taskkill /F /FI "IMAGENAME eq MathKernel.exe" > nul
endlocal
RunFirstGo.bat can then be run from a Windows command console like so:
cd my documents
runfirstgo
Alternatively, RunFirstGo.bat can be run as Scheduled Task (via Windows Control Panel).