If you have an application that runs every time you start Windows and want to remove it first look in the Start up folder, normally C:\Documents and Settings\<User Name>\Start Menu\Programs\Startup.
If it is not in this folder then it is set to run in the registry:
Select Run, from start menu and type: Regedit
Then navigate to on of these locations, find the application name you want to stop running and delete it.
Be careful not to delete something you might need to run.