Click on "Start", then click "Programs", then click "Accessories", then click "System Tools", then click "System Information".
In the resulting window, click on "Tools" on the top menu, then click on "System Configuration Utility" on the drop-down menu. On the next window that appears, click on "Startup".
You will then see a list of all programs that start automatically when you start Windows. You can uncheck the box for any program that you do not want to autostart. Be sure to click "Apply" at the bottom of the window after you make any changes. You will have to restart windows for the changes to take effect.
One other note: Some programs, like AOL Instant Messenger, will still autostart until you go to the application itself and disable autostart.
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