When Windows starts up, it looks in the Startup folder of your Start Menu for
shortcuts to programs. This folder is usually stored in Documents And
Settings\username\Start Menu\Programs. If any programs or shortcuts to programs are
stored in this folder, Windows runs them automatically when it has finished starting
up.
To explore the programs in the Start Menu -
Right click Start button
Select Explore and/or Explore All Users.
Then open the Programs folder.
Place the short cut to the program you want to auto start in the Startup Folder