press Ctrl + Alt+ Delete simultaneously and then select Start Task Manager. You can then select to see the applications that are running.
It works for me on VISTA and I recall was the same when i had other Op systems
Factor30 is showing how to start the Task Manager, which shows what is running at that time and you can use it to kill unnecessary processes. But the processes will re-start the next time you boot up.
msconfig will show what processes are set to start up every time you boot up, and can be used to turn off unnecessary processes. Hopefully this editing can improve boot up times. As said before ask if your not sure.