C:\Documents and Settings\All Users\Start Menu\Programs\Startup < Check the folder and remove.
Might as well check:
C:\Documents and Settings\[username]\Start Menu\Programs\Startup
In Messenger, its Login, Preferences, General, UNcheck "Automatcially Start Yahoo Messenger". BUT you need to Login to Messnger for this to become available.
Also go to Start, Run and type: msconfig
Click OK and click STARTUP up at the top. In the list look for "Ypager". UNcheck its box and click OK and then restart.