Heres how to do it, only just found it myself and it had me puzzled for a few weeks.
Name the file you want to print auto0.g
start up the printer with the SD card in place and the PC disconnected, the printer will start off heating the bed up and printing your part.
If you place a file auto[0-9].g into the root of the sd card, it will be automatically executed if you boot the printer. The same file will be executed by selecting "Autostart" from the menu. First 0 will be performed, than 1 and so on. That way, you can heat up or even print automatically without user interaction.
Easy when you know how :)