Hi,
Run it as a service, see http://blogs.msdn.com/calvin_hsia/archive/2004/12/13/282351.aspx

>Windows 2003 Server Enterprise.
>We have a service which must be started ONLY when the windows start, but not when somebody is logged on the server with Remote Desktop Connection. In short it must be started only when the Windows is rebooted, but not in TS sessions.
>How to do that?
>
>TIA.