You can hold down the Windows key and press R. Then type in MSCONFIG and hit enter. Then click the Startup tab and see if you can locate the entry that's causing startup to try to load it. Uncheck it if found and click OK. That should stop the message from coming up.
One of the things that can cause messages like this is if you manually delete some program without going through the Control Panel's Programs and Features applet. This is because the registry entry for starting it is still there. Dunno if this is the case for you or not.

Good luck.