writing programs for when there is no user logged on

[stingrae]

let first pre-frame this discussion by saying this is probably asking a wide-open question, and one with many different views. in fact it would be best to gather a lot of different views on this, i think.

I have a client who has a windows 200 machine and everynight wants me to run a program that i have written. this program must run everynight, whether there is somebody logged onto the machine or not.

I (obviously ) know how to write a program that when somebody clicks on a .exe file it runs, but how do i create one that runs in the background all the time - even if the machine is sitting at the "press ctl+alt+del to logon screen"?

i am kinda guessing that it requires me to write some kind of service, but this would be first for me (although there always has to be a first time for everything )

the more ideas the better, so don't be shy......