It's also worth bearing in mind that there is not just one "Startup" folder in WinXP. You should check them all.
As well as the Startup Folder for a named User who logs on, there is a Startup Folder for "Administrator" and "All Users".
They are all in C: \Documents and Settings in their respective branches of the tree and can be found by doing a search.
But, as well as the Registry possibility described above and in ORAC's link, there are still other ways that applications are launced; some, such as McAfee VirusScan are launced as a Service. These can be checked under:
Start>Settings>Contol Panel>Administrative Tools>Services