I get asked all the time if there is a way to start up SQL Server Management Studio (SSMS) using a certain connection, or to go directly to a certain script file. There are many options you can set in the "Tools | Options" menu for startup, but you can set a lot of them even before the system loads, by launching SQL Server Management Studio (SSMS) with a “switch”. Just drop to a command prompt and type this for SQL Server 2005:
Or this for SQL Server 2008:
To see the switches you can use.