In most cases, with "well-mannered" applications, it's usually as
simple as opening the undesired program and deselecting the option to
"display icon in the system tray" or to "start when Windows starts."
Msconfig was designed to be a troubleshooting tool, not a "startup
configurer." Use MSConfig to determine the location of the command that
is attempting to start the program, and remove it. To cease the
selective startup notifications, either return your settings to the way
they were, or permanently remove the undesirable programs from your
startup configuration.
Additionally, Look in the C:\Documents and Settings\All Users\Start
Menu\Programs\Start Up and C:\Documents and Settings\username\Start
Menu\Programs\Start Up folders, and in the system registry, primarily in
the HKLM\SOFTWARE\Microsoft\Windows\CurrentVersion\Run and
HKCU\SOFTWARE\Microsoft\Windows\CurrentVersion\Run keys.
How to Troubleshoot By Using the Msconfig Utility in Windows XP
http://support.microsoft.com/default.aspx?scid=kb;EN-US;310560