I want to run a command to activate an encrypted virtual disk in which
I will store files which windows xp has to access before or while
loading. In which file do I insert the command? : ie autoexec.bat?,
autoexec.nt?, boot.ini?

You mean you want some   program to start on every boot?

If it is DOS program ,type its name &params at the end of autoexec.bat .
it will be run after loading msdod.sys,io.sys&config.sys and all
drivers loaded from config and autoexec(its when win loading logo
appears),and only after that WinXP will start to load .

if you want load it earlier,type it to beginning  of config in following format :
device=[drive]:\path\filename

If it is Win prog,move it to start>progs>autostart ,it will start after boot

what files that XP needs while booting will you keep there?system
files or drivers?IF so i think it will only make your booting much
slower,and i dont think these files are secret.

Backup atoexec&config to floppy before changing.

How early in the startup sequence does this need to run?

To run programs during startup the best place is to put the entry in the registry.

Start regedit
Navigate to the, HKLM\Software\Microsoft\Windows\CurrentVersion\Run key
Right-Click, select New, String Value
Give the value a name
Double-click the name and add the path,program name and arguments. Be
sure to use quotes (") if there are spaces in the path or name.

Hope this helps.

-tm