Which startup list are you using to launch your application?

There are actually quite a few startup lists (see below). The order of application launch within a given list is not configurable (e.g. there is no way to choose which application in the Startup Folder launch first) but, the order in which the startup lists are iterated is fixed (e.g. Applications in the Common Startup Folder will always launch first, before applications in the Startup Folder).

It sounds like you want to launch your application on user login, so listing your application path in the All Users-Run registry key should ensure that it launches fairly soon after logon.

Add a string (REG_SZ) value to the HKEY_LOCAL_MACHINESoftwareMicrosoftWindowsCurrentVersionRun registry key with the path to your application as the data.

(Aside: Background reading on the arcane terminology of the Windows registry)

STARTUP ORDER FOR WINDOWS 9X/ME

1. config.sys
2. autoexec.bat
3. wininit.ini
4. winstart.bat
5. system.ini
6. win.ini
7. All Users-RunOnce (HKEY_LOCAL_MACHINESoftwareMicrosoftWindowsCurrentVersionRunServicesOnce)
8. All Users-RunServices (HKEY_LOCAL_MACHINESoftwareMicrosoftWindowsCurrentVersionRunServices)
9. All Users-RunOnce (HKEY_LOCAL_MACHINESoftwareMicrosoftWindowsCurrentVersionRunOnce)
10. All Users-Run (HKEY_LOCAL_MACHINESoftwareMicrosoftWindowsCurrentVersionRun)
11. All Users-RunOnceEx (HKEY_LOCAL_MACHINESoftwareMicrosoftWindowsCurrentVersionRunOnceEx)
12. All Users-RunEx (HKEY_LOCAL_MACHINESoftwareMicrosoftWindowsCurrentVersionRunEx)
13. Current User-RunOnce (HKEY_CURRENT_USERSoftwareMicrosoftWindowsCurrentVersionRunOnce)
14. Current User-Run (HKEY_CURRENT_USERSoftwareMicrosoftWindowsCurrentVersionRun)
15. Current User-RunOnceEx (HKEY_CURRENT_USERSoftwareMicrosoftWindowsCurrentVersionRunOnceEx)
16. Current User-RunEx (HKEY_CURRENT_USERSoftwareMicrosoftWindowsCurrentVersionRunEx)
17. Common Startup Folder
18. Startup Folder

STARTUP ORDER FOR WINDOWS NT4/2000/XP

1. BootExecute (`HKLMSYSTEMCurrentControlSetControlSession ManagerBootExecute
2. Services
3. User enters a password and logon to the system
4. UserInit (HKLMSOFTWAREMicrosoftWindows NTCurrentVersionWinlogonUserInit)
5. Shell (HKLMSOFTWAREMicrosoftWindows NTCurrentVersionWinlogonShell)
6. All Users-RunOnce (HKEY_LOCAL_MACHINESoftwareMicrosoftWindowsCurrentVersionRunOnce)
7. All Users-Run (HKEY_LOCAL_MACHINESoftwareMicrosoftWindowsCurrentVersionRun)
8. All Users-RunOnceEx (HKEY_LOCAL_MACHINESoftwareMicrosoftWindowsCurrentVersionRunOnceEx)
9. All Users-RunEx (HKEY_LOCAL_MACHINESoftwareMicrosoftWindowsCurrentVersionRunEx)
10. Current User-RunOnce (HKEY_CURRENT_USERSoftwareMicrosoftWindowsCurrentVersionRunOnce)
11. Current User-Run (HKEY_CURRENT_USERSoftwareMicrosoftWindowsCurrentVersionRun)
12. Current User-RunOnceEx (HKEY_CURRENT_USERSoftwareMicrosoftWindowsCurrentVersionRunOnceEx)
13. Current User-RunEx (HKEY_CURRENT_USERSoftwareMicrosoftWindowsCurrentVersionRunEx)
14. Common Startup Folder
15. Startup Folder

(Source)