This error message could be caused by several problems. I would first suggest that you open the registry to:
HKEY_LOCAL_MACHINE>SOFTWARE>Microsoft>Windows NT>CurrentVersion>Winlogon. Go to the right hand side and look under the 'Name' column for the word "Shell." Now, look down the 'Data' column for the corresponding string entry which should be "Explorer.exe." There should be nothing else following this name. If there is, it could indicate the presence of a virus which might have been deleted by your AV program(or a program that you removed) thus leaving an orphan startup value. Only the name "Explorer.exe" should be there.
Every time I boot up my laptop, when Windows XP is starting up I get an error message that simply says "Cannot start shell application" with an "OK" button. This error box always comes up and pauses my whole startup until I click "OK". How do I go about removing this error message?