There are actually two methods of automatically starting programs when booting into Windows.

First, create an icon for what you want to start, or just copy the icon of what you want to start, and place it in the startup group within program manager.  Anything within the startup group will automatically start up when Windows starts up each time.

Alternatively, from MS-DOS, when running windows by typing win you can add the program you wish to run after the command, such as win notepad would run windows and launch notepad automatically.