That's "at logon" using the RUN registry key, not "at startup". Neat idea, though! 
Startup scripts defined by policy run at system boot (and there are corresponding shutdown scripts as well).. there are separate definitions to run "at logon" and "at logoff". Software is generally installed via startup scripts to avoid interrupting the user, usually when the app customizes the user interface at first run, or doesn't need any customization.
Make sure you're using the right script type in your policy!
Glenn
_________________________
Actually I
am a Rocket Scientist!
