How to silently execute programs at windows startup as hidden???

hi this is hemanshu new member of windowsbbs i want to know can i make a program which execute's automatically in startup of windows xp so that it is not seen in startup folder(as could be easily deleted there).

taking an example of many programs which could be only seen in msconfig but not in startup folder ...

for example:-
soundman
nerochk(only if nero is intalled)
msmsgs


please help me out!!!!!!!!!