Not Before Windows loads, what would the Exe run on if not an operating system? BIOS is not an executable, but a built in chip that requires no OS.
However your exe will need some Os to run on.
what exactly is this executable supposed to do, that it needs to run before anything loads?
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Ignorance is not necessarily Bliss, case in point:
Unknown has caused an Unknown Error on Unknown and must be shutdown to prevent damage to Unknown.