Starting a program when OS starts

How can I start a program when the operating system boots? I'm trying to cover my program through a variety of OS, so I'm trying to avoid using Systray on Windows XP. If the systray is the only way, please tell me how I can get my program there. And say I wanted to create a couple of files called myfile.txt. How can I stop my program from overwriting files with the same name? Or rather how can I keep on adding a different number to the end of each file name, that has not been used, to stop it from overwriting?

you can set it to add a line to the registry
to start the program up when the os loads.

just look up on msdn how to create a register entry and just
look up the place and the information you need to put in the
registry.

both should be easy to find on msdn, if not google is good.

systray is just a place that an application can display an icon it dosen't have anything to do with auto starting.
which ever approach you take will be OS dependent.

Okay! Thanks everyone!

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EDIT:

Both MSDN and Google seem to give irrelevant results. MSDN only says to use the registry editor that comes Visual Studio, but I'm using Dev C++ and the gcc compiler. So could someone at least give me an example or tutorial of how to tell the program or dll to add a registry key to the registry files?