Are you using Windows XP?
Start by checking your "startup" folder, this contains programs which start every time Windows starts. Default location is
Documents and Settings > User name > Start Menu > Programs > Startup
If there are some items there you want to not start automatically, create a "Startup Not" folder and drag them into it. That way, you can always drag them back if you find you need them again.
There are other places where programs can be listed to start, you need a program to locate and list them all. Google for "control startup" or similar and you should find some. I used StartupCop before, it was okay.