An easier way for those who aren't comfortable going into msconfig or regedit (both can possibly do damage)
Start-->Settings-->Taskbar
Click on Start Menu Programs then click on Remove.
Go into your Startup Menu and remove the applications you don't want.
This will not always work as some will not be in there. in those cases you have to either uninstall the software, or do the msconfig/regedit bit.
Also msconfig is not in NT, 2000, or XP (Also 95 I believe)