As well as the method above by peanut you can also do as follows.
Download and install a great little free program called WinPatrol.
http://www.winpatrol.com/
This lists all your start up programs and allows you to disable them.
You can also set them to "delayed start" so you get a quicker XP start up and these programs start up a bit later.
But more importantly WinPatrol runs all the time and monitors your computer and warns you if anyone tries to install a program or change one of your internet settings without you knowing.
If that happens you get a small window warning you and you get the option to stop it and delete the offending files.
This is a great way to stop spyware and other nasties getting on your computer (prevention better than cure)