Microsoft has this command in which to start up applications much faster just like Microsoft's Windows Media Player.

To do this for example with Microsoft Word, follow the next steps:

1. Choose an application that you want to start up quicker.
    
2. Create a shortcut and place it on the desktop.
    
3. Right click the shortcut item and click properties.
    
4. In the target field you will have it pointing to the location of the application. For Example it will say:
   
    "C:\Program Files\Microsoft Office\Office10\WINWORD.EXE".
    
5. Add /prefetch:1 right after the last marks in the target field. So you will have something that looks like this:
   
   "C:\Program Files\Microsoft Office\Office10\WINWORD.EXE /prefetch:1".
    
6. Amazingly the application will start up quicker. For some applications like Kazaa Lite and some other 3rd party applications, this tweak will not work. You will get an error message if it doesn't work properly. If you get the error, just simply remove the /prefetch:1 from the target field of the shortcut and the original shortcut will work fine again.