sure, it is easy. You can do this in any Windows OS (Vista, XP, 7, 98)
Just copy a shortcut of the application that you want to start when the user logs in in the Startup folder (Start>All Programs>Startup)
If you want to open an application for all users you need to add it in the All users profile by right clicking the start menu and selection "Explore all users", then go to programs>Startup.