Sounds like you're a recent "convert" from the Win98 side. NT4 / W2K are pretty different from Win98. Items that start up in this OS are started as service or non-service processes.
You can control services that start up at boot time using the Services applet in Administrative tools. (You should do some careful investigation before you go poking around in there, though. You turn of the wrong thing, it can have all sorts of ramifications.)
With respect to non-service processes, you can control those by editing the registry, but I've found a utility that makes controlling them much easier. You can download Mike Lin's Startup Control Panel from
http://www.mlin.net/StartupCPL.shtml. (Note that the URL is case sensitive.) This utility is freeware, and it works like a charm. It comes in two forms, an executable form and a Control Panel applet form. I've only tested the Control Panel applet form, but have proved it to be extremely effective and reliable in NT4 (SP3 and above) and in W2K (with and without SP1).
Hope this helps.
Regards,
Jim