Action recording program

I am looking for a program thta records and then executes and action… like a macro in any program like word, textpad etc but that works globally in windows… for example i need to record a macro that open an application and executes any order i record… for example record a sequence loike …

Click START-- > All Programs --> Photoshop --> File --> Open File…

Dont know if you understand what oim trying to say if you have any question please do it for better explanation… i really need a program like that!..

Thanks in advance!