Executing applications/scripts at User Log-on on Windows XP and Windows 2003 Server

I wanted to execute a script/application on my comp when a user logs on to adjust some of the settings specific to the user. I did not know how to go about it and had to scratch a little bit to find how I could achieve the desired result. I am posting it here, so that it is useful for others who might need to do something similar.

It is fairly simple:

Just go to the registry entry

HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run

Create a new key of Type String Value. The value of this key should point to the path of the application/script that you want to execute.

Bingo!!! You have just set-up an application, which would execute each time any user logs on to a machine.

Are you aware of any other ways in which a user can do this?