Add to Start in win7 - doesn't work

I have many years of experience with Windows OSes, but one thing about Win7 is stumping me.

I have an application that I want to open when I log in. It's Speedfan, so I can monitor temperatures.

I put a shortcut to it in my Start Menu - Programs - Startup folder. If I click on that shortcut it starts the app. But the app never starts when I log in.

It shows in the start menu in MSCONFIG and it is enabled.

A good shortcut in the right place (?) that is enabled, but nothing happens. Can anyone help me with this?
 

I had already been there. Option 1 is what I used; and it don't work. I'll try more options later.
Also, I may have set it up to run as Admin (so it can see all the sensors) and that seems to be disallowed in Win7.
 


Does it make a difference if you go to the executable's security tab and change the owner of the executable to administrator?