IceyJ32uk -
If you create a Shortcut to the program and place it in your StartUp folder (C:\Windows\Programs\StartMenu\StartUp), exit/close all programs, and reboot your system - the program will be opened upon StartUp AND IF it is a program which monitors your system (AV, Firewall, System Resources, etc.) or the actions of another program (Download Manager, Registry Protection, even some CDR writing software), it will be added to the SysTray. But, as noted by Tedob1, why would you want to? It's much easier to add program shortcuts to your Quick Launch or even your DeskTop. That way you can use them only as needed and they won't be consuming resources required by other programs. There is even a Windows tweak, which will create a new taskbar that you can hide off-screen until needed (if you didn't want the icons on your DeskTop or in Quick Launch.) Remember, Windows eats up your resources and even after closing a program, it does not return them all. So, if you don't need it - don't run it!
Just out of curiosity - what program(s) were you wanting to add? Many programs give you "Options" or "Preferences" where you can add them to your StartUp folder, even if you didn't opt for it at installation. If you check the ReadMe files or Users Manual, it should point you in the right direction. If it doesn’t, right click on the programs shortcut icon or open the program and check for options.

V.