Most versions of Windows use a utility called msconfig, which gives you the ability to control what programs automatically startup each time you boot your machine.
Some programs, like your software firewall and your antivirus, are essential startup programs because they protect your PC. However, there are other programs that do not need to load, and preventing them from loading will speed up your boot time and save memory.
Aside from the msconfig utility, there are a couple of other ways to remove these startup programs.
If you look down by your system clock, you will likely see several icons belonging to auto-run programs.
Try right-clicking some of them, and in their preferences menu you may find a way to disable them from loading at startup. You can also check the startup folder, which is located by navigating through your Start menu, then Programs, then Startup. Some of the programs here can simply be removed by deleting them. Deleting them will not delete the program itself.
You will need to make the decision what to remove using the techniques above. If you are unsure, then leave it. But minimizing the programs that hog system resources at boot is a quick way to improve system performance.