Many programs add portions of themselves starting automatically on every login.
This can be either in the Startup Folder or the Registry.

One easy way to tell is by looking at how many icons are in your system tray. If you have a large number, perhaps unnecessary resources are being allocated them as well as increasing your boot time.

Typical examples are Microsoft Office, Office FindFast, Real Player, ATI Video setting etc.

You can remove them in one of three main ways:

In the Start / Programs / Startup Folder

In the Registry under HKEY_LOCAL_MACHINE \ SOFTWARE \ Microsoft \ Windows \ CurrentVersion \ Run

If you have Win98, WinME or Windows2000 you can use MSCONFIG to easily remove programs. This is my preference since it allows you to toggle them back on again in case you make a mistake