1. Click Start, All Programs.
2. Find the Startup folder. Right-click it, then choose Open.
3. Find the icon for the program or document you want to run at startup. Right-click it, then choose Create shortcut. (Note: If it's a document for, say, Word, you don't need a shortcut for Word as well. Any given document will automatically run the program it's associated with.)
4. Drag that shortcut into the Startup folder.
5. Close the Startup folder.