Regarding running it at login (not startup though):
You can configure applications to start at login via System Preferences, Accounts, Login Items. If you want a graphical ("menu bar") application to start at startup, i.e. before any user logs in, I doubt that is possible.
Regarding running it "in the menubar instead of the Dock:
There is absolutely no way to achieve this as a user. You can hide the Dock icon for certain applications, but this will remove the application menu bar. And just as it's not possible to remove menubar icons in all cases, it's not possible to "move" applications to the menubar, if they're not specifically designed for that.