I had been using 2000, and I had to look into writing my own scripts to get this done. I have not seen it ever available on any of MS software, since they are really made for giving directions, not tracking you.
Here's the post that solved it for me:
http://www.mp3car.com/....=23912
I ended up writing a batch file using some script program and ran that which opened streets and trips, then triggered the GPS tracking.
I am now using Netstumbler with the Mappoint script. This launches everything for me.