It may be possable to create a sys file that start as an device driver, If you do a safe boot you get to see which drivers are load so if you find out the location in the registry were they are loaded you will be able to do it like that.
By the way why would you want an assembly prog loaded that soon, I can only thing of pasword cashing progs would be the most usefull to look at for a functionthat loads very early on.