If they are logging on to a Domain, you can use LOGON script.
Put the file you want copied on the server where everyone can access it (READ). Then use your LOGON script to copy the file to C:\Documents and Settings\%UserName%\Windows.
When they logon, the file will be copied. Don't forget to remove it when you believe it's all copied to their home folders. You may want to use IF EXIST in your batch file so that it doesn't delay your other users who already have it. Something like this:
LOGON.BAT
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@echo off
if exist "C:\Documents and Settings\%UserName%\Windows\filename.ext" GOTO END
copy \\servername\share\filename.ext "C:\Documents and Settings\%UserName%\Windows\"
:END
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Hope this helps.