There is a pre-defined sub called Workbook_Open(). Use the tools menu to display the Visual Basic editor (ALT+F11 in Excel 97). In the Project Browser window (usually found at top left of screen), double-click the "ThisWorkbook" object to display the code window for the workbook itself. The code window will now show two drop downs at the top. Change the left drop-down to say "Workbook" (shows "General" as default). This will automatically create the stub for the Workbook_Open() procedure. Within this procedure stub, type in "Load frmMyForm" (without the quotes) and substitute the frmMyForm name with the name of your form.
When the workbook is opened (provided the user chooses NOT to disable macros), your form will be displayed.