Didn't test it yet, but I think this should be possible by using command-line option "-hide":
E.g. create a Windows-shortcut on your desktop with as "target":
"C:\Program Files\Webteh\BSplayer\bsplayer.exe" "D:\Movies\New\myplaylist.bsl" -hide
Of course you should change path and filename if different.
(Assuming you selected "Auto play" under Preferences > General settings)