This is really maddening, as several of these bogus or fee-paying sites are advertised on and have near-hijacked the web-name www.auto-entrepreneur.fr (note the hyphen), one of the first and best private information and discussion forums set up at the end of 2008. I believe it was recently sold by its founder and owner.
On the above site, the advice is to register with the CFE (centre des formalités d'entreprise) at your local Chamber of Commerce (for services, liberal professions, commercial activities), Chambre des Métiers, or URSSAF (commercial agents etc) as appropriate.
There are nonetheless at least two commercial sites advertising on the site, offering to do the job for you, for 79 and 89 euros respectively.
If in doubt, you can go onto the government website of apce (agence pour la création d'entreprise) for guidance and info.
P-D de R.