There's a number of ways - mostly involving removing things from the Startup folder (under Start Menu, All Programs) and editing the registry.
The easiest way if you're not sure what you're doing is to go to Start, Run, and enter "msconfig". Go to the Startup tab and it'll show everything that starts when you boot your PC up. You can then uncheck things that you don't want to start, and recheck them later if you need to.
There will be a lot of things that are confusingly named, but you can usually get an idea of what they are by looking at the folder that they're running from.
Some things you're usually safe to get rid of are update checkers, Adobe Reader Speed Launch, etc. If you're not sure about something, put the filename itself (like "logi_mwx.exe") into Google and there are several web pages that index startup programs to help you find out what they are and if it's safe to remove them.
Cleaning up all these things can make a big difference in how your PC performs, since they all use up precious memory that can be better used running a program that you want to run!
