Chickenhawk;
I recently posted about a similar problem and wondered why I couldn't find autoexec.bat. Some kind soul told me about msconfig, and I eventually located the problem there. It was trial and error but I found the program that was causing the problem. My modem didn't connect until the boot process was almost completed so I had a rough idea of where to look, and I eventually un-ticked a program called loadqm.exe and lo and behold the problem disappeared.
Perhaps now somebody can tell me what qm.exe or even loadqm.exe is for that matter? A search failed to turn up its existence, but whatever it was I can't say I've noticed any difference for its absence.
RealPlayer is also a DEFINITE suspect, as are some the reincarnations of Napster.
Spoken from a position of no knowledge whatsoever except recent experience.