How can I start any software without open desktop

I am using Windows XP sp2 in my office. I create some user in that PC. I purchase a software for my office sales software. Its front-end create with Visual Basic.
I want, when an operator login my PC using his user name, he cannot enter windows. Its automatically start that software what I want to start. Is it possible?
If anybody work this kind of work please help me with step by step.
