You should be able to disable them using the application. If not, then try using 'MSCONFIG' from the Run menu.
For 9x/XP . . .
Click on 'Start'
Click on 'Run'
Type in 'MSCONFIG'
Click on the 'Starup' tab
Uncheck the box(es) next to the applications you want to disable from starting when your PC starts.
2K requires a download of 'MSCONFIG'. Google it and you should find it easily.
You might also check your 'Startup' folder to ensure nothing is stuck there either.
Mr Evil and turn_on are correct. You should open up the offending applications and go into it's options/preferences and disable start when windows starts.
Typically entries in the Startup folder are just shortcuts and can be deleted safely.