Warning! Registry editing can be harmful to your computer's health.
Mike Lin has a very useful Control Panel add-on
here which will check all the stuff, including the registry and 'does' the registry stuff for you. I suggest you download this and report back with any 'suspicious' items for advice?
There is a lot about XP and start up available via Google - here is one -
http://www.techspot.com/tweaks/startup/startup-4.shtml
EDIT: The only other concern I have is that you may have a 'nasty' in the system trying to get you to dial-up to one of the international premium numbers. As long as the wireless connection is there you will be safe, I think, and we should be able to find it in due course if it is there. Don't panic, Carruthers!