As a developer this is a question which comes up time and time again. It's actually not difficult to do, but the files you need to change and how you change them can be quite tricky to remember. I did some research on this during my spare time, so I've decided to dig out my notes and place them up here for future reference.
Forum Nokia provide a detailed description. It's possible to launch any exe at startup. You just need to tell the system which exe to launch. To do this we create a special resource file which points at the exe. The resource file is loaded by the system at startup, and it then launches the application / exe it points to.
The special resource file is then placed in the following directory on the device:
Note: file name must be [uid3].rss including the .
Forum Nokia discusses the permissions and capabilities. It appears as if you need to make sure that the application is trusted (not a self-signed sisx), so you need get the final application Symbian signed in order for it to work.
The symbiancoder web site has an example.