Hi
I recently wrote something like this for Win XP. Mine was a token generation server that ran in the background, and only came up when the user needed a new token generated.
You can do it very easily with the PerlTray app bundled with Activestate's Perl Dev kit. Simply write your app as a perltray application, and then add it to Window's startup folder (so it starts when windows does). It can run and do stuff in the background, and popup a Tk window when the used double-clicks on it.