Something is not right.Browse to the folder where the .exe is stored. Right-click on the Start button and select Open All Users, then open the Programs folder, then the Startup folder.
Right-click and hold on the .exe and drag it to the Startup folder. Release, and select Create Shortcut.
Now that program will run whenever someone logs on.
If you seem unable to do it that way, download StartUp Manager and you can add things to various start up options with ease, but it should be easy enough to do the above I'd of thought, your simply adding a shortcut to the start up folder.