Yes, if it's an Afterburner profile. However, if it's below the ATI Overdrive limits within CCC you could set it through that. Alternatively, you can modify your BIOS and reflash it so that the card thinks the overclock is the normal settings. You would need Radeon Bios Editor from techpowerup.com as well as a flash tool.
You "do not' have to have it running on your "Task Bar".
You can set an OC or Profile and X-out of MSI AB and it will hold the setting. If you want to keep a OC setting at "Start-Up", just make sure the Green Light is lite up at the bottom where it say's "*Apply overclocking at system startup" ( AfterBurner will be running in the back round and not be shown on the Task Bar)