There are typically many programs set to launch automatically when you start your computer, including your security software (firewall/antivirus/antispyware). To find out what it set to launch automatically, go Start->Run, type in msconfig, press Enter, and check the Startup and Services tabs. You can disable most items by unchecking them and restarting your computer when prompted, but be careful not to disable anything that's needed.

Hope this helps,

P.S. At any time you can find out what is running on your computer by pressing ctrl + alt + delete to go to the Windows Task Manager.