Danny I think you're talking about putting a song in the Pregap, or otherwise known as burning from Index 0.
It's a neat trick, here is a list of commercial CDs with this done to them:
http://en.wikipedia.org/wiki/Pregap
As Massive already said, there are dangers of hardware getting confused by a CD with music in the pregap. I've never seen it, but imagine it is possible since most older CD players were designed with much more strict RedBook compliance. To be fair, some of those old CD players won't even play burned CDs either.
Be sure that the replication or duplication service you use can accommodate your CD.
You won't be able to do this with Nero (not sure about CD architect), But Exact Audio Copy and Furio support it.
Here is Furio's definition:
http://www.feurio.de/English/faq/faq_vocable_index0music.shtml
Other ways of making a "hidden" track:
--Combine the last track with silence, and then the hidden track. Like Farview said.
--Similarly, you can split the hidden track from the last track, but still have a bunch of silence before the hidden track.
--Create many small silent "tracks" and after so many of them, have the hidden song play. You are limited to 99 total tracks on a CD and the silent tracks can be a minimum of 4 seconds.
One last thing, if someone ever ripps your CD to MP3 using any of these methods, they may be a bit annoyed with either: Not bieng able to rip from index0, have a very long last track wasting megabytes, a very long last track with nothing but dead air, or a bunch of small 4-second tracks to delete.