Runs even after logoff

Without the use of services, is it possible to create a VB app that continues running after the user has logged off? You know .. doing mundane things such as .. oh I don't know, counting seconds, playing checkers with itself. Something. I did some google research, but all I can come up with is "make it a service like this" or something to that extent. What if it's under an OS that doesn't support services like windows 95 or 98? (Those don't support services, right? Or am I just mistaken?)