How can I start a program before logging on?

(The following was mostly written by Vincent Fatica and only slightly abridged by me. Thanks, Vince!)

One possible way is the AUTOEXNT service from the Resource Kit.

AUTOEXNT runs %SYSTEMROOT%\System32\autoexnt.bat at startup, before login. By default, programs started by autoexnt.bat are run under the system account and so survive logoffs.

AUTOEXNT's "/interactive" option makes these programs visible (if they have any visible part) on the desktop after logon. The started apps do not run as services; they simply run.

And, if, at the end of autoexnt.bat, you put "net stop autoexnt" then no "helper" programs are left running.

SRVANY is another possibility, but it requires that its small EXE program
runs all the time.