autostart application

Does anyone knows how i can autostart a program when a user logs in, for example by modifying the shortcut wherein oexplore is being called can i use extra parameters like
d:\b7\system\bin32\oexplore.exe p4210

Right click on the program icon on the OneWorld menu and select 'Create Shortcut'. Copy this shortcut into the "C:\Documents and Settings\All Users\Start Menu\Programs\Startup" directory.

The program will now start whenever anybody logs into that terminal server.

when the user connects to the desktop it works but i have windows ce clients on a handterminal and when they connect nothing happens. they connect through a windows terminal server client on the handterminal i have a shortcut to d:\b7\system\bin32\oexplore.exe. the application is on a windows 2000 server (no published application) just shortcut to the program