Make it add a shortcut to the start up folder. but you will need to find a way to locate the folder on the users machine. There may be a way to do this through delphi or c++ plugins or maybe even a good installer kit. There may be a easier way to do this but, i see that as the only option other than messing with the registry.

try this HERE i think it can put a shortcut into the start up folder if not, you can program it to.