Sure can! :) If you're on windows, do this: Make a bat file where you put:
cd <dir where scripts are> php task1.php php task2.php php task3.php
and save the file as tasks.bat. Now you add a scheduled task by going to Start->All programs->Accessories->System tools->Scheduled tasks
Click add scheduled task and follow the rather simple step-by-step wizard. When it asks for which program to execute, locate your bat file. The bat-file above assumes you have the php executable in your system path. If not, either add it (Right click My computer, Advanced, Environment variables - path) or do
in your bat file. If you're on Linux, you'll need to check up crontabs, which someone else can explain better than me...