I believe that if you add your program to the RunServices section of the registry (HKLM/Software/Microsoft/Windows/CurrentVersion/RunServices), it will be started prior to logon.

Also try this:
You might also want to consider running a program called Firedaemon which is actually just a program that places itself in the startup scripts and services of your computer, and allows you to create net services that are child processes of that. Works great with MRTG and you can find info on it at www.firedaemon.com

The above was found on another site.

Good luck, and welcome to techzonez.
BB