I'm not sure you're being very clear..

You can run your app from the Run Section of the Start Menu, by typing..

C:\MyFolder\MyApp.exe

If you mean you want to type something like:

C:\SomeFile.xyz

And have it launch your App with SomeFile.xyz passed to it, then you just need to associate you App with the Extension.

Here's some code I wrote and posted a while ago to do just that:
Code:
Private Declare Function RegCreateKeyEx Lib "advapi32.dll" Alias "RegCreateKeyExA" (ByVal hKey As Long, ByVal lpSubKey As String, ByVal Reserved As Long, ByVal lpClass As String, ByVal dwOptions As Long, ByVal samDesired As Long, lpSecurityAttributes As Any, phkResult As Long, lpdwDisposition As Long) As Long
Private Declare Function RegSetValueEx Lib "advapi32.dll" Alias "RegSetValueExA" (ByVal hKey As Long, ByVal lpValueName As String, ByVal Reserved As Long, ByVal dwType As Long, lpData As Any, ByVal cbData As Long) As Long
Private Declare Function RegCloseKey Lib "advapi32.dll" (ByVal hKey As Long) As Long

Private Const HKEY_CLASSES_ROOT = &H80000000
Private Const REG_CREATED_NEW_KEY = &H1
Private Const REG_OPENED_EXISTING_KEY = &H2
Private Const REG_SZ = 1

Private Const STANDARD_RIGHTS_ALL = &H1F0000
Private Const KEY_QUERY_VALUE = &H1
Private Const KEY_SET_VALUE = &H2
Private Const KEY_CREATE_SUB_KEY = &H4
Private Const KEY_ENUMERATE_SUB_KEYS = &H8
Private Const KEY_NOTIFY = &H10
Private Const KEY_CREATE_LINK = &H20
Private Const SYNCHRONIZE = &H100000

Private Const KEY_ALL_ACCESS = ((STANDARD_RIGHTS_ALL Or KEY_QUERY_VALUE Or KEY_SET_VALUE Or KEY_CREATE_SUB_KEY Or KEY_ENUMERATE_SUB_KEYS Or KEY_NOTIFY Or KEY_CREATE_LINK) And (Not SYNCHRONIZE))

Private Sub Command1_Click()
    Dim lRegKey As Long
    Dim lResult As Long
    Const sApp = "Notepad.exe %1"   'Application to Launch
    Const sExt = ".xyz"             'Extension to Associate
    Const sExtDesc = "XYZ File"     'Extension Description
    Const sIcon = "C:\MyApp.exe,0"  'Icon Resource for Extension
    
    'Create the Extension Entry
    Call RegCreateKeyEx(HKEY_CLASSES_ROOT, sExt & "\", 0&, "", 0&, KEY_ALL_ACCESS, ByVal 0&, lRegKey, lResult)
    If lResult = REG_CREATED_NEW_KEY Or lResult = REG_OPENED_EXISTING_KEY Then
        'Reg Opened/Created Successfully, set Reference to the Application Key
        lResult = RegSetValueEx(lRegKey, "", 0&, REG_SZ, ByVal sExtDesc, Len(sExtDesc))
        Call RegCloseKey(lRegKey)
        If lResult = 0 Then
            'Value set successfully, Assign Extension Icon
            Call RegCreateKeyEx(HKEY_CLASSES_ROOT, sExtDesc & "\DefaultIcon\", 0&, "", 0&, KEY_ALL_ACCESS, ByVal 0&, lRegKey, lResult)
            If lResult = REG_CREATED_NEW_KEY Or lResult = REG_OPENED_EXISTING_KEY Then
                'Key Created, Set Icon Resource
                lResult = RegSetValueEx(lRegKey, "", 0&, REG_SZ, ByVal sIcon, Len(sIcon))
                Call RegCloseKey(lRegKey)
            End If
            'Create Associated App Key
            Call RegCreateKeyEx(HKEY_CLASSES_ROOT, sExtDesc & "\Shell\Open\Command\", 0&, "", 0&, KEY_ALL_ACCESS, ByVal 0&, lRegKey, lResult)
            If lResult = REG_CREATED_NEW_KEY Or lResult = REG_OPENED_EXISTING_KEY Then
                'Reg Opened/Created Successfully..
                lResult = RegSetValueEx(lRegKey, "", 0&, REG_SZ, ByVal sApp, Len(sApp))
                If lResult = 0 Then
                    MsgBox "Extension Associated"
                Else
                    MsgBox "Failed to Associate Extension"
                End If
            End If
        End If
    End If
    Call RegCloseKey(lRegKey)
    
End Sub

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Aaron Young
Analyst Programmer
[email protected]
[email protected]