THE BRONX - Students from a Bronx school slated to be shut down held a rally Monday protesting the decision.Martha Neilson at Bronx Regional High School is among four transfer schools on the chopping block because the Department of Education says test scores and attendance are poor. The schools cater specifically to pregnant teens.Students say held the rally because the thought of the school closing scares them. One student says she received a notice that her school will close in two weeks and she doesn't know where she will go. The Department of Education says teens in the program usually end up over-age and undercredited. To change that, the department says it will reorganize the GED program and let teen mothers pick the school they want to attend.