I usually check three places:
1) your "start up" folder
2) in the registry, under HKEYLocalMachine/software/microsoft/windows/currentversion/run (and runonce)
3) in the registry, under HKEYCurrentUser/software/microsoft/windows/currentversion/run (and runonce)

to launch the registry editor, click start -> run and type in:
regedit
and click OK.

DO THIS AT YOUR OWN RISK!!! that being said, its bloody easy to see the stuff you don't want like itunes, apple update service, icq tray boot, etc...
And honestly, this is IMHO the easiest and most effective way to get rid of those autostart programs.

cheers,
Luke