.. Click Start
.. Go to Run
.. Type in the box msconfig
.. Click on the Startup tab at the top, this will show a listing of programs
that auto start when your computer is first booted. If you uncheck the box
the program will no longer auto start and sit in your system tray
/notification area when you boot. You'll need to reboot before this takes
effect.
Another way to do this would be to go to the program that is in your system
tray/notification area and you may find the settings to remove them from the
auto start, most programs have this listed in the properties section.