Try adding /s to the shortcut command. Right click the menu item, select "Properties" and change the target to "C:\Program Files\BOINC\boincmgr.exe" /s

I use this little .vbs script, which I put in the startup folder:

set WshShell = WScript.CreateObject("WScript.Shell")
WScript.Sleep 1000
WshShell.Run "boinc.exe", 0, false
rem WScript.Sleep 15000
rem WshShell.Run "boinccmd.exe --set_run_mode auto", 1, true

The last two lines will, if you remove the "rem", attempt to set BOINC to obey the default settings about when it is allowed to run (even if you have previosly chosen the run always menu option).

I also have a script for taking backups of the BOINC folder using ntbackup. It creates a new name for each new backup file, based on the time and date that the backup is taken. It is best to run it when you are not working with the computer, since the ntbackup window will pop up a few times during the backup.

set WshShell = WScript.CreateObject("WScript.Shell")
WshShell.logevent 4, "Starting backup of BOINC folder"

restart = 0

REM Shut down BOINC daemon if running
ret = WshShell.Run ("boinccmd --quit", 0, true)
if ret = 0 then
restart = 1
end if

REM Backup BOINC
MyTime = Time
MyTime= Replace(MyTime, ":", "_")
REM Modify to choose where the backups should be
BackupName = "C:\BOINC_Backups\BOINC_Backup_"& Date & "_" & MyTime
BackupCommand = "ntbackup backup c:\program\BOINC /J ""BOINC Backup"" /F """+BackupName + """"
rem MsgBox BackupCommand
WshShell.Run BackupCommand,1,false
WScript.Sleep 180000
REM If not swedish WinXP, change "säkerhetskopiering" for what the ntbackup window is called.
ret = WshShell.AppActivate ("Säkerhetskopiering" )
i=0
while ret = true
i = i+1
if i = 60 then
WshShell.logevent 1, "Ntbackup still running. Not restarting BOINC!"
WScript.quit -1
end if
WScript.Sleep 30000
ret = WshShell.AppActivate ("Säkerhetskopiering" )
wend

REM Restart BOINC
if restart = 1 then
WshShell.Run "boinc.exe", 0, false
end if
WshShell.logevent 0, "Successfully completed backup of BOINC folder"