I came across this question recently: Is there in way in Windows XP to set a program so that it always runs in a specified priority?

Task Manager allows you to change the priority of a program only if it's already running. To start a program with a certain priority level in the first place, you can use the Start command-line.

Type this in Start, Run: cmd /k start /?

Output screen (irrelevant parameters are snipped)

Starts a separate window to run a specified program or command.

START ["title"] [/Dpath] [/I] [/MIN] [/MAX] [/SEPARATE | /SHARED]
      [/LOW | /NORMAL | /HIGH | /REALTIME | /ABOVENORMAL | /BELOWNORMAL]
      [/WAIT] [/B] [command/program]
      [parameters]

    LOW         Start application in the IDLE priority class
    NORMAL      Start application in the NORMAL priority class
    HIGH        Start application in the HIGH priority class
    REALTIME    Start application in the REALTIME priority class
    ABOVENORMAL Start application in the ABOVENORMAL priority class
    BELOWNORMAL Start application in the BELOWNORMAL priority class