Just make a batch file to start whatever, lets say you whanted to start Q3, Just make a batch file named Q3.bat (or whatever), place it in your c:\windows dir.

Have the batchfile say:
@echo off
start c:\whatever\whatever\q3.exe
GOTO END
:END


You can start multiple things this way too. like :

@echo off
start c:\progra~1\winamp\winamp.exe
start http://litestep.net
GOTO END
:END

=)