check you startup folders, you can find them in your profile directory\start menu\programs\startup
check your registry: HKLM\Software|Microsoft|windows\current version\Run
HKLM\Software|Microsoft|windows NT\current version\Winlogon
and the same keys for HKCU
(HKLM means HKEY_LOCAL_MACHINE, HKCU - HKEY_CURRENT_USER)
check system.ini and win.ini
that's all I can think of now, probably few of these won't work on win2k, and probably there are some more, but give it a try