"Begin capturing at startup" only functions when launched from a directed shortcut, not on secondary profile load. So, you'll need to create a shortcut pointing to the profile in order for this to work.
On your desktop, or anywhere in Explorer, right-click and select New->Shortcut, type in the application path in quotes followed by the profile name, click Next, give it a friendly name, then click Finish. Here's an example for the BNSF Aurora profile name: "C:\Program Files\ATCS Monitor\atcsmon.exe" BNSF Aurora.ini
-- GaryHahn - 25 Jan 2007