Trying to write a program that runs at boot time.

I have written a "Win32 console" (VS.NET terminology) program that
copies data from the serial port (from a scientific instrument) to
files. The program works fine when started by a user, even through a
startup shortcut (Win2K or WinXP).

It would seem that this program should be able to be started up at
boot time and just sit and run without having a user logged in. I have
tried starting it from c:\autoexec.bat, c:\winnt\winstart.bat, and the
HKLM...RunServices registry key. After I log in, my program is not in
the task manager list. Of course, there is no where for me to view any
error messages (or is there?).

Any ideas about what is not happening?