Thanks for your answer jdelaney. Unfortunately I don't want to use Autologon with registry. I just want to avoid writing my username/password 20 times to 20 computers in a classroom each time I need to connect to my domain.
Finally I found what I was looking for. I use paexec to launch Autoit Windows Info on the logon screen (screenshot).
And this piece of code to send the username and password :
$hdle1 = ControlGetHandle("Ouverture de session Windows", "", "[CLASS:Edit; INSTANCE:1]")
$hdle2 = ControlGetHandle("Ouverture de session Windows", "", "[CLASS:Edit; INSTANCE:2]")
ToolTip("$hdle1="&$hdle1 & " $hdle2="& $hdle2) ; debug
ControlSetText("Ouverture de session Windows", "", $hdle1, "username")
ControlSetText("Ouverture de session Windows", "", $hdle2, "password")
The ControlSend function is not reliable at all. Sometimes it works sometimes it doesn't.
The last thing I would like to do is doing this without the help of Paexec.exe. So implementing it in Autoit in my client App running as system on the client computer. Unfortunately my knowlegde in C++ is too low for translating from the Paexec open source code session 0 interactive part to Autoit.