Sorry, other than loading no other program but your antivirus protection,
this is not possible in XP. If your goal is better protection (loading the
a/v before a rogue app is loaded), the method will fail where a virus or
other malware is loading as a service. Typically, services are loaded
before applications.
If the antivirus program's definitions are kept current and the startup
axis is checked on a regular basis, most intrusions can be controlled
effectively.