This can be done with putty. The answer is little late considering the time the questions was asked, however this might help someone.
In putty, using GUI, you can save sessions with logging option on, as shown below.
Enter Host Name, Name the session, Go to Logging Option in the left top corner, select all sessions, provide log file name and location, go back to Session tab, click on the save button. Done, you have saved a session.
You are done. Every time this session is invoked, the commands and output will be logged. Hope this helps.