It's probably getting loaded in the RUN key in the registry, i.e.
HKLM\Software\Microsoft\Windows\Current Version\Run
or
HKCU\Software\Microsoft\Windows\Current Version\Run
That being said, it's prudent to install new software on a test system, so
you can work the details out, before introducing it into your production
environment.
If you don't put the system in install mode it won't load values into the
shadow key in the registry, which means it won't get put into each user's
profile when thye logon.
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