msconfig can be used to stop services from running during boot. It has a pretty simple interface allowing you to see many different things in a tabbed interface. As was previously mentioned, you can also stop critical system services, keeping parts of the system from working properly or even stopping anything form working at all. Extreme care must be used when disabling any of the listed services.
That said, there are better ways to approach control of the services. The most direct way is to go to start, run, type "services.msc" in the box and hit enter. This will open the list of all services on your system, a description of each (most of the time), the current status, and what started it if it has been started. You can then change the properties for each service, including controlling the way it can start (automatic, manual, or disabled). If you don't want a service to start during boot, set it for disabled. You can always go back and change it to something else. The same words of caution apply here: you can disable critical services if you don't know what you're doing.
Using task manager or process explorer will only allow you to stop what is already running. Process explorer is much more informative than task manager, so you can more easily see what processes are associated with what programs or other services.
There are other interfaces such as WinPatrol or Spybot Search & Destroy that allow you to stop certain services from being able to run, re-enable them if desired, or delete them all together.
So there are a lot of tools to accomplish many of the same things. Some are better suited for advanced users, others for more novice users. But no matter what you choose, care is always necessary when disabling a service. There are plenty of forums that will give you advice if you're not sure about something you see in any of these - take advantage of those before you do something you may regret!
One last comment - if you are unsure of some things running on your system, do a scan with HijackThis and submit it to a forum - there are plenty of those forums as well with very experienced users that will give you great advice on problem areas.