Emacs 24.4 (which is not yet released) extends the Desktop feature of saving and restoring desktops (Emacs session state), to include frames and their positions, buffers (sometimes), etc.
You can obtain MS Windows executable builds of the development version of Emacs (what will become 24.4) here.
If you have an Emacs build that supports this, consult the Emacs manual, node Saving Emacs Sessions
for more information.