Use the System Information component in Accessories and check out what is running at Startup. You can selectively disable various toys that want to start when the system loads.
More than likely, you have picked up one of the advertising spy bots that is always trying to contact the mother ship with all your machine information. These operate in the background, but suck computing cycles and slow you down.
Any title you don't understand can be searched at the Microsoft tech-net site. If you don't find an entry, it is probably a spy bot. I use Spy Bot Search & Destroy, which is a freebie you can get from the Internet.
Like all of these tools, I suggest making a backup (preferably a GHOST image) of your system before attempting any removals. This also applies to routine de-installation of software packages. Very few packages seem to remove themselves entirely, and correctly.
Invest in a copy of Norton Systemworks 2003, and install only the Norton Utilities portion. WinDoctor is the component you want, as it will find all sorts of crap left in your registry. NSW2003 is sold virtually without cost at Fry's, etc, after you mail in for the rebates. DiskDoctor, WinDoctor, SpeedDisk are the only components I install. Ditch the rest... buggy and too much other crap in your system.