The Ubuntu One application for Windows has an item under the settings, "Connect automatically when the computer starts." I had this option checked and yet Ubuntu One still did not seem to start when I started the computer - there was no icon in the system tray. I am using Windows 7 64-bit.
I got it working by running the Ubuntu One application as Administrator (right-click on it in the Start menu and choose "Run as Administrator"), then turning this option off and clicking "Apply these settings", then turning the option back on and clicking "Apply these settings" again. Next time I rebooted the computer Ubuntu One was in the system tray when I logged on.
I am guessing that unless you explicitly run it as administrator it's unable to save its own settings. That's just a guess though.
Really the Ubuntu One file sync process ought to run as a Windows service, but it does not seem to.