I'm pretty sure it's because windows didn't finish loading yet. The more you use your computer and the more stuff you install, the longer it will take windows to finish loading stuff on start up. No big deal, just wait them 20 seconds or so after the desktop appears.
You have to be especially careful when installing programs like real player ect., a lot of them like to start their own crap on start up which for example checks to see if there are any updates to player ect. I know for a fact real player does this. I've had to remove its crap through registry. It all equals to your system beeing bogged down for half a minute or so even though you see your desktop. If you're pretty experienced, you can open your registry, go to:
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Run
as well as:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run
and see what the hell is loading up on start up. If you aren't sure if something is supposed to run at start up, DO NOT TOUCH IT, let someone more experienced mess with registry cus you can probably mess your system up. For example, Nvidia loads its driver at start up, if you erase that key you will probably have to reinstall drivers, ect.
Each time you install something, it's a good habbit to check those places to make sure it didn't add anything that doesn't have to load at start up.
Also, check your start up group folder, you might have some spyware clutter sitting there too. What ever is in start up group folder will also load at start up, bogging your system down.
Also, you can go to Administrative tools a check out all the proccesses/services that are beeing loaded at start up. Chances are you can turn off quite a few of them, like Windows Messanger (not to be confused with MS Instant Messanger), which incidently is the cause of all the desktop pop up spam (I'm talking when you are not even surfing the net and dialog box appears with some ad). I see people bitching all the time in online games cus they got killed because of a pop up, lol. Windows Messanger is meant to be used by LAN admins to send messages and announcements to desktops on LAN, but this feature is getting abused by spam companies to send spam directly to your desktop now, all they need is your IP address. Search the web, there are plenty of web sites which will walk you through each service step by step and tell you which ones can be safely disabled to speed up your PC.
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EDIT: couple more things:
Download Ad-Aware, run it and make it delete all the crap it finds.
Make sure you have no worms sitting in your computer. Worms slow your system down. Get a respectable Anti-Virus software like Norton, update it to latest definitions, and do a full system scan. I just recently has to fix my cousins PC. He complained it was getting too slow at about 10-20 minutes after boot up to the point where he would only get a few frames per second in his games. He has 1.7GH xp/768MB/Radeon 9500 system so I though he maybe has a memory leak somewhere in his games. Well, I get to his house, hit ctrl+alt+delete to get to task manager and check his memory usage. Memory usage checked out fine, but I noticed one of the proccesses is eating 99% of his CPU. Turns out he had a worm sitting in his system eating all his CPU while scanning IP addresses trying to spread to other systems over the internet through a hole in microsoft DCOM library or something like that. Norton would not see it on start up because worm was loading itself up as a windows service under legitimate windows service name, but if you do a full scan where it has to examine every file, it will find it if you have it.
Defragment your operating system drive.
If you have a lot of crap sitting in your trey, for example WinZip or Getright monitors, go to options of those programs and disable loading at start up. Instead start them up whenever you need their services instead of having them load at start up and sit in your trey the whole time.
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