" Autoexec works in COD4, but you have to put command line like this in your COD4 icon properties :
"C:\Program Files\Activision\Call of Duty 4 - Modern Warfare\iw3mp.exe" +exec autoexec.cfg or if using Xfire...detect your games...choose COD4 Multiplayer..ant there is line where to put exec autoexec.cfg.
And if playing in Leagues...some of those doesnt allow to use vstr commands even to toggle demo commands. Best way is, if need short cut to demo commands is use example Bind F9 "record" and Bind F10 "stoprecord" later you can rename those demos, if needed.