Run Python app at startup

[SMALLp]

Hy.
I create simple application. Yust an windows and "compile" it with
py2exe. I add registry  value
reg add HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run /v
MyApp /t REG_SZ /d C:\myapp.exe /f'

And it wont start. When i use console instead od window in py2exe i get
console opend but it closes.

Program:
<code prog.py>
import os
import wx

app = wx.App()
frame = wx.Frame(None, -1, "MyFrame")
frame.Show()

app.MainLoop()
</code>

Then in commang prompt:

python.exe setup.py py2exe


<code of setup.py>
from distutils.core import setup
import py2exe

setup(console=['prog.py'])
</code>

Help please!