Program Startup in HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\Curr entVersion\Run...

Are there any difference in starting up programs via:

1. Add "C:\Program Files\MyPgm.exe" to Windows registry HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\Curr entVersion\Run
2. Add "C:\Program Files\MyPgm.exe" to Windows registry HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\Curr entVersion\RunOnce
3. Add a shortcut in C:\Documents and Settings\All Users\Start Menu\Programs\Startup
4. Add a shortcut in C:\Documents and Settings\MyName\Start Menu\Programs\Startup

Thanks.

Armstrong
Hong Kong