The easiest way would to just add it to your startup folder.

If you want it to run only when you signon...

%systemdrive%\documents and settings\youruseracct\start menu\programs\startup

create a shortcut there.

you could also add it to the registry...

hklm\software\microsoft\windows\currentversion\run

create a key there and point it to what you want to startup.

the registry tweaking is a bit dangerous if you don't know what you're doing... I'd stick with method 1.

there are many other ways too... but this will get the job done pretty easily for you.

I suggest you search google for startup locations if you want to know more.