for loading own lisp functions, if some in separated files, automatically

[Erhy]

Hello,
for training myself, I'm writing some lisp functions.

What is the usual way for automatic maintenance, 
that my .el files are loaded automatically, when
starting Emacs?

I would prefer that the lisp files are located in the site-lisp directory.

Thank you for advice
Erhy

I use  GNU Emacs 22.3.1 (i386-mingw-nt6.0.6001)
of 2008-09-06 on SOFT-MJASON
on Windows Vista