Checking the Start at Bootup menu choice will run prime95 at boot up for (Windows 95/98/Me) and at logon time (Windows NT/2000/XP).

You will not need to place a shortcut to prime95 in the startup folder.  The Prime95 value in following registry keys may be written to: HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\RunServices HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Run HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run