两点关键：
1 检测是 Windows 关闭引起的 QueryUnload 事件。
2 改写 Software\Microsoft\Windows\CurrentVersion\RunOnce

声明：
Declare Function RegCloseKey Lib "advapi32.dll" Alias "RegCloseKey" (ByVal hKey As Long) As Long
Declare Function RegCreateKey Lib "advapi32.dll" Alias "RegCreateKeyA" (ByVal hKey As Long, ByVal lpSubKey As String, phkResult As Long) As Long
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 ' Note that if you declare the lpData parameter as String, you must pass it By Value.

在主 Form 中增加：

Public Const REG_SZ = 1
Public Const HKEY_CURRENT_USER = &H80000001

Private Sub Form_QueryUnload (Cancel as Integer, UnloadMode as Integer)
Dim hKey As Long
Dim strRunCmd As String
If UnloadMode = vbAppWindows Then
strRunCmd = App.Path & "\" & App.EXEName & ".EXE"
Call RegCreateKey(HKEY_CURRENT_USER, "Software\Microsoft\Windows\CurrentVersion\RunOnce", hKey)
Call RegSetValueEx(hKey, "MyApp", 0&, REG_SZ, ByVal strRunCmd, Len(strRunCmd)+1)
Call RegCloseKey(hKey)
Endif
End Sub