Well this really sounds like you should use a "windows service".
There are other options like including a shortcut to the EXE into the "Startup" folder in the Programs Menu ("All Users" if you want it to run for all users on that system).
Another option would be to use the windows registry. You could add an entry to "Run" which points to the exe:
* HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Run
* HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run
* HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\RunOnce
* HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\RunOnce