You can specify which sessions you would like automatically started when you run X-Win32 by placing the sessions in the Autostart Folder in My Sessions

If the Autostart Folder has been removed,
right click on the My Sessions Folder
Click New > Folder
Rename the folder Autostart
Place your sessions in the folder. You can clone the session you want automatically started so that you do not have to remove the global copy of the session to use it.