boot - How to auto play a song when Windows starts up

I know how to play a song or run a program at the start-up.
Merely, putting the shortcut of the file into the Startup folder and that's okay.

Anyway, I would like it to play and not appear on the desktop.
I would like the user to not see it. How can I make that possible?
I have got WindowsMediaPlayer / VLC Media Player / Winamp.

In short, I would like to hide the player so that it doesn't appear when the file is being launched.

I have got
Windows 7 Ultimate
x64

Cheers,
Francis