You need to delete some context explorer items with autoruns from systernals.
or use Flobo System Repair -> Automatic Repair -> Ultimate Repair. Be aware, all startup programs won't start at bootup. You need to start them manualy. You can undo this by installing some of your application that you want to start at bootup.
^ not a good idea, any so-called fix-all tools have a way too high of a chance to make your system totally unusable.
First check for viruses/spyware, there is a guide in the main XP forum page. If that did not help, you should try to do a System Restore to before your issue happened http://support.microsoft.com/kb/306084.