I want to do some initialization of various things at runtime of my WinForms application. I'm looking specifically at the Program.cs file that every WinForm application has. In it, I see:
[STAThread]
static void Main() {
    Application.EnableVisualStyles();
    Application.SetCompatibleTextRenderingDefault(false);
    Application.Run(new frmMain());
}
I know that this is what starts up the application and creates the initial form (in my case, an instance of frmMain). 
Can I not just put my initialization code before Application.Run()? The initialization I need to do is to check a few registry entries, create them if necessary, and connect to a database. Will any feature not be available to my instantiation code if I put it before Application.Run()?