AutoExec.cfg <--just curious, did u use CAPS like u have here, if so make it "autoexec.cfg"
Right click on the AutoExec.cfg, rename to autoexec.cfg. This will make it a .cfg file for sure.
Doom automatically loads DoomConfig.cfg
This is correct, while I haven't checked the one for Doom3, I'm fairly certain it's like the rest of their games. "Doomconfig.cfg" first sentance will be something like "This file was created by Doom3, do not edit".
In fact, if u deleted this file, Doom3 would simply make a new one next time it's launched. The purpose of autoexec is to make any changes you wish, binds, video settings,....
So DoomConfig.cfg loads first, "autoexec.cfg" loads up 2nd. So it over-rides any settings from doomconfig.cfg.
Doom 3 Guide will help out with any commands you want to add but aren't sure how they should look.
Start your file like this -
//Weapons
bind bind x "_impulse2" <-----this would be shotgun
//Video tweaks
r_gamma 1.5 <---default is 1
and so on, you'll find anything you want to tweak/bind on that site. The "//" just tells doom3, "don't read this line".
Make your shotgun bound to key "M" or something, launch game, if M selects shotgun, you know you have it right.