Well, this isn't something native to an MSI package, so I would check the Registry view for keys like:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run
...or a shortcut in one of the following locations:
Start Menu\Programs\Startup
%ALLUSERSPROFILE%\Start Menu\Programs\Startup