When is it correct to start a sentence with a participial phrase?
I think it's right as long as it's referring to the subject in the second part of the sentence. Else, it could be the case of a 'dangling modifer':
http://owl.english.purdue.edu/owl/resource/597/01/
Spending an hour in the beauty salon, Melissa got a facial with a steam mist: Right
Spending an hour in the beauty salon, a facial with a steam mist was given to Melissa: Dangling Modifier