Load up msconfig from the Run menu, and take a look at what's booting. Anything suspicious try ticking them off ONE AT A TIME and rebooting and see if IE's start page is hijacked again. When you isolated the offending prog, seek and destroy....
I know, depending on your OS, there are several directories in the Registry ( /Run, /RunServices, etc.) that will operate startup progs. Search for those keys in regedit. You may also want to check the Startup folder in the Start Menu and the "run=" line at the top of SYSTEM.INI or WIN.INI.
Another solution is to switch to Mozilla or Opera, but we're getting ahead of ourselves here...:]