Mini6410 with installed program

VS2008 installs my program, but after switch off and on mini6410 it
disappears from the memory.
How can I install a program to use after device restart?

just put *.exe in your flash or SD and copy it in your nand or just run
from flash there.
the program is in VS/project/folder/bin or debug you can find it easily.

I've tried, it's OK, but I don't like it.
And I can't start my program automatically.
First i put a link to my program to "Windows\StartUp" folder: it erasing
after restart device.
After that I tried to start throw registry modification. I made a new
registry entry in [HKEY_LOCAL_MACHINE\init] ("Launch40"="\Storage
Card\myApp\myApp.exe") but my application don't start.