Hi Mark,
I don't think we can run any application before logging on to the system. So, one solution would be to setup an automatic logon. If this is a viable option for you, you can search the Net for how to setup your machine to automatically logon a pre-determined user. For Win9x systems there's a TweakUI utility from Microsoft and for NT there are registry entries that you must set.
Hope this helps,
Khalid 🙂