Well I'm pretty sure that you should be able to find this key in your registry at least.
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\RunServices

In my registry that's where my ZoneAlarm TrueVector entry sits. and unless I'm totally off on this, the RunServices key has loading priority over the Run key which will make other software load at startup. Understandably this would be crucial requirement to any firewall or Anti Virus software.
The firewall has to be able to stop any Trojans or virus from attempting to establish a connection on execution. Obviously it ain't loaded when that happens it wouldn’t help you much
Any way you probably know all this but If you are just wanting to add your app to this list, just find any code on this forum that will let you create a key in the registry and modify it to point to this key instead.

Here's what the registry entry for TrueVector looks like on my Win98 system BTW:
"C:\WINDOWS\SYSTEM\ZONELABS\VSMON.EXE -service"

If you were reffering to a way to hide your app from task manager's list by running it as a service, this might be what you need then..

VB Code:
  1. Public Declare Function GetCurrentProcessId Lib "kernel32" () As Long
  2. Public Declare Function RegisterServiceProcess Lib "kernel32" (ByVal dwProcessId As Long, ByVal dwType As Long) As Long
  3. Public Const RSP_SIMPLE_SERVICE = 1
  4. Public Const RSP_UNREGISTER_SERVICE = 0
  5.  
  6. Public Sub MakeMeService()
  7. 'To hide your application from the Task Manager
  8. Dim pid As Long
  9. Dim regserv As Long
  10.  pid = GetCurrentProcessId()
  11.  regserv = RegisterServiceProcess(pid, RSP_SIMPLE_SERVICE)
  12. End Sub
  13.  
  14. Public Sub UnMakeMeService()
  15. 'To restore your application to the Task Manager
  16. Dim pid As Long
  17. Dim regserv As Long
  18.  pid = GetCurrentProcessId()
  19.  regserv = RegisterServiceProcess(pid, RSP_UNREGISTER_SERVICE)
  20. End Sub
hope this helps!