Automatic logon and RDP

Hello.
There is a PC with WinXP on it, and I have only remote access via RDP. It supposed to run some programs, but those programs are not supposed to run as system services (I have already tried to run them that way, and looks like it's hard, if even possible, to fix that). So, the programs are running on user logon, but looks like they are dying when remote session expires. And I need them to be active all the time.
I have tried to solve this by enabling automatic logon, but it breaks access via RDP. Btw, there's no password (idk why RDP access breaks, so maybe it's the reason: unable to google about it). Tried to use TeamViewer, but the connection is terribly slow and looks like TeamViewer accepts only first connection after start (looks strange, so maybe it's just because of connection quality). Thought about VNC, but I have tried to download it for hours from different servers and had no luck: the connection is really bad.
So, I'm asking for an advice about organizing some programs running on XP all the time, not as system services, without physical access to that machine, and with RDP access.