Under Windows Vista/Seven a user (even one within the 'administrators group') cannot autorun LGXFanTray.exe because it needs elevated privilages to work. A work-around is avaliable though using Task Scheduler with highest privilages. You can find some clues on how to do it here:
http://www.vistax64.com/tutorials/132903-task-scheduler-create-task.html
but it's only a general howto. Figure it out.
-if there are problems with Option settings after this method, just fill out all values and close the program. The next time you run it it should be OK.