Unfortunately since what you do on the computer is stored in Volatile memory RAM meaning it needs electricity to maintain what is stored. when you restart that is cleared Non-Volatile is your HDD,ROM,Floppy and such.
IBM is currently developing MRAM (Magnetic RAM). Not only would such technology save energy, but it would allow for computers that could be turned on and off with the press of a button, bypassing the slow start-up sequence.
There was a feature in windows 98, which did do what I would like to, it detected when you were shutting down, saved it to the hard drive (solving the volatile memory problem), and then reloaded that into the ram when your computer was done booting up.
This, I can't find in windows xp, but I figured there must be a 3rd party program out there that des this and I was hoping that someone here would know.
Thanks for your help though.
 The hibernate feature is similar to this, here is the description:
"When your computer hibernates, it stores whatever it has in memory on your hard disk and then shuts down. When your computer comes out of hibernation, it returns to its previous state."
I want it to happen with windows, like firefox, but automatically, I don't want to have to have it hibernate, if I hit restart instead, I want it to do it then too.
Okay i found this it may be what you are wanting if not let me know and will look around some more.
Launch Programs at Login Without Using the Startup Folder
This tweak allows a program to be launched when the user logs onto the computer. It can be set to run minimized and there is no trace of the executable in the Startup folder on the Start Menu nor in the Documents and Settings folder accessible via Windows Explorer.
[Start] [Run] [Regedit]
Registry Key: HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run
Modify/Create the Value Data Type(s) and Value Name(s) as detailed below.
Data Type: REG_SZ [String Value] // Value Name: [Enter the Name of Program Executable]
Value Data: [Enter the Path to the Program Executable]
Exit Registry and Reboot
Don't you hate when a program you just installed forces you to reboot without your permission? Every program you were working on closes an there's nothing you can do about it. Unfortunately, you cannot make Windows reopen the programs that were running before shutdown, but you can make it reopen any folders.
To enable this cool feature on Windows xp either download this file and select Open at the download prompt or follow the steps below:
[*]Open Windows Explorer
[*]Click the Tools menu at the top and select Folder Options...
[*]Click the View menu at the top
[*]In the new window, click the View tab at the top
[*]Scroll down the list and tick Restore previous folder windows at logon
[*]Click OK at the bottom