Well the "start when windows starts" can be accomplished using either a DLL or a COM object to edit the registry. The only thing I'd worry about having such a feature is it makes mIRC much easier to use for trojans and stuff, because you can set mIRC to launch minimized and to the tray when windows starts.

Also for desktop icons, you can already do that. Simply save the file to the desktop. Same thing for start menu icons.