Using Remote Desktop, auto launch program from “host” system

Most the posts I find online discuss launching a program automatically when using Remote Desktop from the “remote” system; setting the path in the program tab.

But, for security reasons, I want to set the “host” system to automatically launch a program when a remote user is logging in using Remote Desktop.

Can this be done?

This is a simple WinXP or Vista remote using Remote Desktop to connect to anohter WinXP Pro system. No Server. No Terminal Services.