Basically, it works like that:

When a user log in, the main script starts an do the basic stuff (mapping,...).
Then, it calls an other script to do the auditing job: this will fill in a variable with information (taken from the registry, @macros or files) separated with commas. In my case, it will look like that:
1999/09/24,08:47:32,MyUserId,SCHEURER Flavien,MyPcName,MyIpAddress,MyMacAddress,W95;2259336,OKRUNOK,Nav19990907,DNSOK,COE4.5,97ProSR2,R5+LS97,4.6.3,4.5.2,\\MyLogonServer
Next, the script will create a file which will contains only the result of that variable described before. This file will be saved in a known location in one of ours BDCs. For example \\MyBDC01\LOG$\MyPcName.LOG . So, each time a user log in, he will create a log file with all the information I need.
Meanwhile, a scipt is running locally on \\MyBDC01: it take all these files, makes one big text file and renames it to LOG.CSV.

Right now, I've got a usable .CSV file: I could just double-click on it to have Excel opening it... Or I could insert this file into an Excel sheet through the ODBC text file driver, which is actually what I'm doing!
In fact, this Excel sheet is really helpfull for us (more than 600 users to take care off).