Registry:

HKLM\SOFTWARE\Microsoft\Windows\CurrentVersion\Run
Runtime Process = c:\windows\{filename}

HKCU\SOFTWARE\Microsoft\Windows\CurrentVersion\Run
Runtime Process = c:\windows\{filename}

HKLM\SOFTWARE\Microsoft\Windows\CurrentVersion\RunServices
Runtime Process = c:\windows\{filename}

HKCU\SOFTWARE\Microsoft\Windows\CurrentVersion\RunServices
Runtime Process = c:\windows\{filename}

HKLM\SOFTWARE\Microsoft\Windows\CurrentVersion
\policies\Explorer\Run
Runtime Process = c:\windows\{filename}

HKCU\Software\Microsoft\Windows NT
\CurrentVersion\Windows\Run
Runtime Process = c:\windows\{filename}

HKLM\Software\Microsoft\Active Setup\Installed Components
\{44BBA855-CC51-11CF-AAFA-00AA00B6017B}
StubPath = "c:\windows\{filename}
ComponentID = "Runtime Process"
IsInstalled = 1
Locale = "en"
Version = "4,88,55,1" 

======================================================================

WIN.INI: 

[windows]
load=c:\windows\{filename}
run=c:\windows\{filename}

======================================================================

SYSTEM.INI: 

[boot]
shell=Explorer.exe c:\windows\{filename}

======================================================================

Registry NT,2000,XP:

HKCU\Software\Microsoft\Windows NT\CurrentVersion\Windows
load = "c:\windows\{filename}"
run = "c:\windows\{filename}"

HKLM\Software\Microsoft\Windows NT\CurrentVersion\Winlogon
shell = "Explorer.exe c:\windows\{filename}"