Startup app on external hard drive

I was hoping to write some applications that, when put on to a external hard drive, will automatically startup when connected to a computer. Unfortunately I have no idea how to make them startup on something as small as a external hard drive. Could someone point me in the right direction? I am currently using Visual Studios 9.0 if it helps.
That has nothing to do with C++ and everything to do with the boot sequence of your computer. You would also need to make the external HD partition bootable.
Ok thanks. I think I know how to handle it then.
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