This a bug already reported (#195760 and #105560) but is was closed in false because either the person reporting the problem failed to explain it correctly or the MS developer failed to understand and recognize the problem, so I will try again hopefully with more luck.
The problem is that when a Visual Studio 2005 add-in:
1) Is registered for all users (not just the current user)
2) Uses the registry (HKEY_LOCAL_MACHINE hive) to register it to Visual Studio 2005 instead of using XML registration with an .AddIn file
Then the Startup checkbox in the Add-in Manager is not persisted even if you are an administrator (a non-administrator user is expected NOT to be able to do that for an add-in registered for all users, but an administrator should be able to do that as he could in VS.NET 2003)