> MSCONFIG > REGEDIT (HKLM\software\microsoft\windows\currentversion\run) > Start-Up Folder > > Those are the places to look if they do that
With that you only stop start up programs. However some nasty programs believe themselves firewall/antivirus and also run services automatically. That's when you go to Administrative Tools or type "services.msc" on Command Prompt. There you can either disable or enable manually/automatically some unwanted programs running in the background.
Sure, you can do that also with msconfig. But you get more control about what to start and what not this way.