From Windows7 help................WindowsXP is the same.
Run a program automatically when Windows starts
If you always open the same programs after starting your computer,
such as a web browser or an e-mail program, you might find it
convenient to have them start automatically when you start Windows.
Programs or shortcuts placed in the Startup folder will run whenever
Windows starts.
Click the Start button , click All Programs, right-click the Startup
folder, and then click Open.
Open the location that contains the item you want to create a shortcut
to.
Right-click the item, and then click Create Shortcut. The new shortcut
appears in the same location as the original item.
Drag the shortcut into the Startup folder.
The next time you start Windows, the program will run automatically.
Note
You can also make an individual file, such as a word-processing
document, open automatically by dragging a shortcut of the file into
the Startup folder.
Gord