Go into System preferences > accounts > start up items, and make sure it isn't checked as hidden, apart from that, can't think of why the window isn't opening.
OH WOW. Thanks for all your help because that worked perfectly, but it was really just me being stupid more than anything. I didn't notice that the check marks were to hide or not (though it was kinda explicitly stated there too). I had just thought it enabled starting the app at log in or not.