This method is a bit risky but functional. The Registry is one big collection of all the settings and information on your computer. Unless you've worked and messed with the registry before, it is advised to stay away from it. However, I'll still list the instructions on how you can add an application to autorun on Windows startup.
1. Click on Start, and then Run. In the Run window, type "regedit."
2. This will open the Registry Editor. Before doing anything else, backup your registry by selecting My Computer in the tree and then clicking on File and Export. Save the registry hive in case you need to restore after messing up your registry.
3. Now navigate to the tree: HKEY_LOCAL_MACHINE > Software > Microsoft > Windows > Current Version > Run.
4. On the right-hand-side now, you should be able to see applications that have been added to the autorun functionality through the Registry.
5. Right click in the empty space on the right hand side and select "New > String Value"
6. This will create a new entry where you can specify the location of the application you want to start.
7. Make sure to type in the full path to the application you want to autorun in the Value Data field. For example, if you want to start Winamp when your computer boots up, just type "C:\Program Files\Winamp\winamp.exe", assuming that the Program Files folder is in the C drive. In the Value name field, you can enter anything you want.
8. Now press OK and reboot your computer.
The application you've specified in the Value Data field should boot up the next time Windows loads