I believe they added msconfig into XP, try typing it into a run prompt. You can also download
Startup Control Panel. Whichever method you use the goal is the same. Disable any software you do not need running. Some items can be disabled by using the property pages for that icon, network connections, speaker icon, etc. Most items, however, are placed there by the software they represent and can only be removed by not having that software start automatically.