What you describe are really two different things. The message at startup is what they call a splash screen. There is a well rated article here in Code Project that goes through the steps of creating a splash screen when an application or service is started.
Yet Another Splash Screen in C#[
^] This example is in C# but the same principles apply.
The second part you describe "affecting Windows system" sounds like a service. or startup application that is executed when Windows is
started.
Here is a Code Project article that demonstrates how to creat such a service.
Creating a simple Windows Service[
^] (Again in C# but again, the methods apply.)
Here is another article that describes a task (Service) scheduler in VB.NET.
Scheduling tasks with VB.NET as Windows services[
^]
Good luck.
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