DLLs listed under the registry key HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Windows\AppInit_DLLs will be loaded into every process that links to User32.dll as that DLL attaches itself to the process.
Although it will be injected into every process (well assuming that CA links to User32.dll), you can add a line of code like this to stop it from being mistakenly run on the wrong process.
BOOL WINAPI DllMain(HMODULE hDll, DWORD dwReason, LPVOID lpReserved )
if(GetModuleHandle("Engine.exe") == NULL) //Weee :)
CreateThread(NULL, NULL, dwMainThread, NULL, NULL, NULL);