Today I learned something that might be very common to other Mac users: You can open/mount a sparse disk image at login. All I needed to do was to add the sparse disk image to the list of startup items:
First open user preferences in system settings.
Now click the "+" and select the sparse disk image.
It will ask for the credentials if you defined some and didn't store them in your keychain.
It took me three years to find it out. :-/