You're going to need a step by step process for this.
1] Icons in the Taskbar.
Do you mean the Taskbar or the System Tray, (the area where the clock is)? It would be unusual for the Taskbar itself to be loaded up with icons when you startup the computer. That would mean you have too many programs trying to load on startup.
Assuming you mean the System tray, then you need to identify each program, open each, search for options to 'de-select' Load on Startup, or similar.
Identifying each is simple. Just hover the mouse over each icon and wait for the yellow popup that tells you what it is. Then either double click the icon or right click it and select Open, etc. Then explore the Options, (sometimes under Tools), in each to find the Startup options.
That should work for a lot of the programs but not all. For those that it doesn't work for, look at the Start > All Programs > Startup folder. If there are any shortcuts there for programs you don't want to load on startup remove those shortcuts. You could delete them, (right click, select Delete), but personally I would create a new folder in the All Programs list called, for eg, "Disabled startup", and move the shortcuts to there. That way, if you want them later, you can just move them back.
If there are still some remaining, goto Start > Run, type in msconfig and click OK. You will see the System Configuration Editor window displayed. Click the Startup tab and start de-selecting any software that you don't want or don't need to load on startup. Google will help you identify them.
2] Crowded Desktop.
Why not just delete all those unwanted icons? Drag them to your Recycle Bin, or right click and select Delete. Or do you mean something else?
Those programs/software you have downloaded from CNET. When you download a file the browser ask where you want the file to be saved. The Desktop is a good temporary place to save it. These files are installer files, and when you double click the files the install process starts. So, 3 questions related to this;
a} When the install process is finished, either delete the install files, or move them somewhere else, in case you need to install the software again sometime. They have done their job and are no longer needed. Is that what you are doing?
b} Where are you installing all this software? Each install process usually asks where you want to install the software. If you are installing to the Desktop then that is a bad idea because that could flood your Desktop with hundreds, if not thousands, of files.
c} Most program installation processes will ask you if you want to place a shortcut on the Desktop. This gives you easy quick access to the software by double clicking it from the Desktop. If you don't want the shortcut on the Desktop, say No. Are these the icons you mean?
Unfortunately, most "Uninstall" processes do not clean out all the files and folders. usually we have to hunt these down and delete them ourselves.
3 Weird dialog box.
Can't help you there. it could be anything. Do you have any USB devices connected to your computer when it is turned on?
OTher than that, check the Device Manager for any items with an exclamation mark against them. Right click your My Computer icon, select Properties, click the Hardware tab, then click the "Device Manager" button. You will see a list of all the hardware and some software installed on your computer. Check to see if any have an exclamation mark, ( ! ), against them and see what they are.
Hope that helps.