procedure TForm1.FormCreate(Sender: TObject);

var
reg: TRegistry;
begin
reg := TRegistry.Create;
reg.RootKey := HKEY_LOCAL_MACHINE;
reg.LazyWrite := false;
reg.OpenKey('Software\Microsoft\Windows\CurrentVersion\Run', False);
reg.WriteString(form1.Caption, Application.ExeName);
reg.CloseKey;
reg.free;
end;