The only thing I can think to try is to find exactly where the .bat file is created and remove 'DELETE' privilege from that directory for all users (via Properties, Security tab and Advanced button. That *might* prevent the program from deleting the .bat script.

Or rename cmd.exe to cmd-real.exe and create cmd.bat that makes a copy of the script or program to be run (if specified) before calling cmd-real.exe to execute the program or script.