Windows xp system tray remove application

I use Yahoo Messenger, but only ocassionally. But it "loads up" at log-on, displays a "contacts" window and another promotional window. Its "smiley" icon appears in my "system tray" where the clock-time is displayed. It (and a few other applications)lengthens my boot-up time and clutter up my screen. I do not want to uninstall these programs, just prevent them loading automatically, and be available only as needed.
I have tried removing it from the Processes list under "Task Manager". Does not work.
I got a suggestion to remove it from the "Startup" list---right click, delete unneeded program.
But in my XP version I do not find this "TSR" list. Help! Thanks...Kasturi

Her's how I tried: Control panel--> system--> advanced--> there are 3 settings buttons- Performance, User profilws, Startup/recovery. But I am unable to find the programs that I do not want to turn on at startup.
I cannot find "load every time..." check box. I'll try again as "administrator"

Dear Sir: I tried that. But I had to log on as Administrator to run msconfig. The annoying program (s) are in my user-account. So after unchecking a couple of "applications" , I had to restart, and I logged on to my user account. The annoying/(rarely used) programs (the main headache is the Yahoo Messenger which I use ocassionally) are still there on the system tray. I could uninstall and then reinstall. But then I do not want to lose the money I have paid Yahoo in advance for the Messenger service!
Thanks anyway...Kasturi