A couple things you can do..
There are some simple ways to add information to the start menu or other places in windows. This is fine for a simple small use app.
If your app is mission critical, or a commercial app. Probably the best thing to do is to make the program a windows service, instead of a application. If you made it a service you would need to make sure your app is seperated in layers... IE. you UI would still be an applicaiton, however all your processing would be in a logic/business object layer which would run when service starts, and would not require the UI to be open to run. Make sense?