I'm not sure if it's possible with recent versions of window$ as it's had "dos" irraticated; in older versions (95/98 and prior) you could just imbed a program like you're looking for in the autoexec.bat and it'd run like a choo choo...

However in modern versions of window$ i believe that any running applications are purged once windows starts up (thus allowing you to still run programs on startup through autoexec.bat for error testing and stuff like that, but maintaining a secure enviroment).

What it would look like you'd need after all would be a keylogger of sorts (perhaps something designed to capture strings of data vs just inputed data) which would hide from the task manager (which is technically possible on some level) however most keyloggers are found by antivirus programmes now adays, including the little one that Neo and I designed and never really released publicly lol...
_________________________
Donate to UGN Security here.
UGN Security, Back of the Web, Elite Web Gamers & VNC Web Design Owner