It works with all COD progs EXCEPT CODWaW.
In a desktop shortcut right click, and in the target area after the exe" add (1space)+rcon login (yourpass) (1space)+password(your pvtslotpass)
You can also expand this to go straight into a server by adding (1space)+connect XXX XXX XXX XXX:XXXXX.
The target line would then read:
"C:\Program Files\Activision\Call of Duty 4 - Modern Warfare\iw3mp.exe" +rcon login xxxxx + password xxxxxx +connect xxx xxx xxx xxx:xxxxx
This will put you straight into the server of choice logged into rcon with private pass slot enabled.
It's best if you have a few servers you like to make a copy of the original shortcut, add the commands and then rename the shortcut for each one you create.
As I say - it wont work with CODWaW because the authentication system prevents it.
Hope this helps B)