Windows Vista prevents administrative programs that need your permission to start from running automatically when you log in if they are being started from the normal "run" registry keys or startup folders.
However, you can allow an administrative program to start when you log in by creating a scheduled task.
Startup Program Unblocker
I have created a program that automates this process for you. You can download it here:
Download Startup Program Unblocker (English and French)
Download Startup Program Unblocker (French only)
(Thanks to Microsoft MVP Laurent Gébeau of toutwindows.com for translating this program into French)
How to do it manually
Note: This only works if you are an administrator. You cannot cause an administrative program to automatically start on a standard user's desktop.
1) Click start
2) Type: task scheduler
3) Press enter
4) Click create task in the right
5) Type a name for the task
6) Put a check next to the box that says 'run with highest privileges'
7) Click on the Trigers tab
8) Click New
9) Click on the dropdown next to "Begin the task", select At log on
10) Put a check next to 'specific user or group'
11) Click OK
12) Click the actions tab
13) Click New
14) Click browse
15) Find the program you want to run
16) Click Open
17) Click OK
18) Click OK