That's the only way I use it. I auto-start the panel applet, and it connects automatically for me. My only complaint is that if I let it choose "the best" server to connect to, it picks a server in another state more often than not, and I rather it only pick servers in my state. As a work-around, I force a specific server in my state. The downside is that it probably makes me more trackable to sites since I connect to them from the same IP every time, but I'm sure it doesn't really matter since they finger print my browser. I'm more concerned with encrypted communication than anonymity anyway. It's not like the bank or YouTube doesn't know it's me when I sign in.
If anyone knows how to make it select among servers within a specific state automatically on auto-start, pls let me know.