How to execute a snippet of code before the main execution!

Hi,
I just want to know if there is a way to execute a snippet of code before the windows loader tries to load the image of the code section into memory and use the address of EIP to execute the main program.
If so,let me know how you would do this whether by sharing a source code or
giving some explanation.

Also if it's not possible,share some points about how to run a thread before running the main thread which is strictly attached to the main process.

Also let me know which option with assembly Linker should be used to add
a checksum in the PE file header.


Thanks.
Android.