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but i have to install my internet on the go flash disk to be connected to the internt
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I'm not sure what you mean by install my internet on the go flash disk. Is this a pendrive that your ISP gave you?
Do you have Cable, DSL or dailup?
Do you have a nat router?
For cable modems, you may need to browse to your ISPs website or to the modem itself and activate it on the browser. If IE is required, you may need to call you Cable ISP so the modem can be provisioned manually.
For DSL, look in your distro's network device configuration wizard. There should be one for DSL. DSL needs a dailer to make a pppoe connection.
There are 3 or 4 types of DSL, so if your distro has administrator documentation, read the networking setup section.
If you have a NAT router, then the dailing is performed by the router. Configuring your networking to use DHCP would be the easiest. The IP address, netmask, gateway and nameserver addresses will be provided by the router or modem.
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An autorun.exe program is for Windows. If this program is to configure networking, then you don't want to run it even in wine because you need to configure networking in Linux.