What does your program do?
How reliant is your program on starting up with windows?
The reason i ask is because that not many people like having 'junk' programs starting up with their computers.
Avoid adding startup commands to the registry unless required.
If you are making an update feature, look at alternatives such as checking when the program starts and give the user the option to add it to the registry.
If you make a simple add-on utility, such as a program that allows shortcut-key-combinations to programs, make it simple and place it in the 'C:\Documents and Settings\All Users\Start Menu\Programs\Startup\' folder.
Bad things happen in the registry, that can 'brick' a computer, avoid it if you can.
On another note, I'm working on a solution to your question.