Yes, in a bruttally manner. If you are sure that application is only thing which visitors may see, you can edit SISTEM.INI file in a way like this:

------ Original -------
[boot]
oemfonts.fon=vgaoem.fon
shell=Explorer.exe


------ Modified -------

[boot]
oemfonts.fon=vgaoem.fon
shell=C:\CommercialApplication\mainexe.exe



In this way, when Windows starts, application will start. When application will close, Windows will close. Simple, neh?