If you're talking applications, click the "Start" button, then select "All programs". Find the "Startup" folder and modify as you see fit.
If you're talking all that other stuff that loads at startup, do the following.
Click the "Start" button. You should see the "Run..." button on the bottom right of the pane.
Type "MSCONFIG" into that box and hit return.
Another box will open and you'll see the "Startup" tab on the right.