I've been learning C++ (and a lil bit of C#, although that might be irrelevant) and I'm learning how to make Hacks <3.

I'm making a test hack for Pinball (comes with windows XP)

it works, but i have it as an EXE, and i was wondering:

One: Could i save it as a different filetype, and still have the same performance.
Two: (i used to have some old MHS bypass, it was i think a .flt and it did what i want my program to do.) Is there a way i can have this file start everytime the process for the game starts?

The old thing i'm referring to was i think 'X.flt' [i didnt make it] but everytime Combat Arms ran, it would pop up a messagebox with the authors name. How is this done, and if there is an available tutorial, linkage plz?