It is very convenient to have a shortcut to Catch Input in your start up folder, that way it will always start up and start recording whatever you type right away.  Here on instructions on how to do that in case you didn't have setup do it for you.

Step 1
In My Computer or Windows Explorer...go to the folder where you installed CatchInput.exe.  If you left it set to it's default path when you installed it, it will be: c:\program files\CatchInput.  Inside that folder is a file named: CatchInput.exe.  Right click on it and choose copy.

Step 2
In My Computer or Windows Explorer...go to: C:\Documents and Settings\All Users\Start Menu\Programs\Startup.
Right click on a blank spot inside that folder and choose: Paste Shortcut

That's it.  Now Catch Input will start everytime your computer starts.