DARKjojo,
The easiest thing would be to create your own XBE with the XDK or OpenXDK,
have your program to execute the original default.xbe (you would have to rename
this though) once your XBE has finished, instead of trying to inject your code into
the original XBE.
There are something for Win32 PE files called exe joiners that will 'stick' your exe file
(intro or similar) onto another exe file, which would create a new exe file (with both exe's).
Haven't heard of anything like this for the XBE format though.
Regards,
L!M!T