..just copy the shortcut of the Program/App and drop it into the Windows>Start Menu>Programs>Start Up Folder. You will get the program icon at the system tray, indicating that the program is indeed running. To remove, go back to that folder and delete. Note that only the shortcut is involved.
I've got an utility that I always run (from the desktop) right after each boot-up. I tried using WinME's scheduler to automate this, but for some reason the app runs differently when started that way (i.e., I don't get a needed icon in the System Tray). Is there some simple way (or third-party app) that will perform the equivalent of a double-click on a desktop icon after each boot?