try this - click start, type in "Performance Information and Tools" (without the quotes). Then, click on the "Advanced tools" link on the left side. At the top of the screen, see if there is anything listed under "Performance issues" - if you have any program that is taking too long to startup, it 'should' get identified here.
Also, is your antivirus up-to-date? And if so, when did you last scan (full) your system?
As Mazuk susggested, use msconfig to see what is starting up and see if you can disable unnecessary stuff.
What is your config (CPU/RAM/HDD)?