1. Bind - combines a (key) with a command or alias

bind (key) (command)

or bind Z "cover"

Now the key Z is bound to the alias "cover". So if I press Z I reload and tell my team to cover me.

2. Alias - binds commands together to perform mutiple tasks at the hit of one button.

alias (name) "cmd1; cmd2"

or alias cover "+reload; say_team Cover Me I'm reloading; -reload"

This would reload your weapon and tell your team to cover you, with one key stroke.

3. Autoexec - The autoexec.cfg file is a file that is executed during the loading of the game. It usually follows the config.cfg file. The Autoexec is user created and is NOT generated by the game. To make a autoexec, simply open up Notepad in WIN95/98/ETC and save the file as autoexec.cfg in your cstrike directory. This file will contain your aliases and game related info other than binds. Here is a copy of a generic autoexec.

4. Config.cfg - This is a file generated by Half-Life and is located in your cstrike directory. It saves the game information from the last time you quit the game. The file contains all of the Half-Life game settings and configurations you chose within the game. You can edit this file in Notepad or within the game using the console. Here is an example of a standard config.cfg file, note the bind for "Z" is "cover" from the above alias and bind examples.

Other .cfg files - You can also create other .cfg files and have them executed by adding: exec XXXX.cfg to your autoexec.cfg file. For example, if I have numerous buy commands and putting them all into the autoexec will get too cluttered; I can make a buy.cfg file and put all my buy aliases in there. I would then just add the line: exec buy.cfg in my autoexec.cfg file.