That's not what a dedicated server is. A dedicated server is when you start a game, but a player object isn't created for you, you're only able to work the game's console.
Use the -dedicated command line parameter. If you want it to actually advertise on the master server, I think you also have to use +internetserver 1.
Everything else you want the game to do for you, you can stick it in adedserv.cfg. Like autoexec.cfg, it autoruns when the game starts, except only in dedicated servers.