http://www.annoyances.org/exec/forum/winxp/t1054871461
The gist is that you can use MSCONFIG, Delete the shortcuts from the Startup folder (just right click them), or sometimes the programs themselves can be configured/disabled to run at startup.
I know what a pain in the ass RealPlayer is. They try to trick you when you go to disable the startup.
You can also go into the registry- but wouldn't advise unless you are comfy in doing that.
Start->RUN-> type 'msconfig' without quotes. Click OK.
Click the StartUp tab. Uncheck the proggies you don't want starting.