How can I make my computer play an .MP3 at startup?

On my old computer (like 10 years ago) I was able to have my computer play a song at startup. I chose it as my sound instead of windows start up .wav, but not it will only let me change it to a .wav, not an .mp3. I have windows XP. Is there a program or something that can automatically launch playing a song at the startup of windows?