Some programs have an internal option to have it automatically launch when Windows boots, but regardless of whether they do or not you can use MSConfig to disable programs from starting with Windows. Just go Start->Run, type in msconfig, and press OK. On the next window select the Startup tab and uncheck the box next to anything you don't want to load automatically. Just be careful not to disable essential software.

When you reboot you will receive an alert that you are running in 'selective startup mode'...just check the box not to remind you again and click OK.

Hope this helps,
John