Start application automatically

I have a J2ME application which sends and receives SMS.
When i restart my mobile, I want that, application should also start automatically.
How can I do this??

That certainly would be platform-specific. You may be able to add something to your application (or its installer) that would assist the user in configuring their phone to auto-start the application, but you would first have to discover how all the different platforms implemented their 'auto start' facility. I suspect many mobile devices would not have this functionality at all - it's an obvious security risk.