These days every program seems to put its icon in your system tray. The icons do more than just fill up the taskbar. Each system tray icon represents a running program that's using system resources.
To identify a program, hold the mouse over an icon until a title pops up. Ask yourself if you need that program running all the time. If it's a firewall or an antivirus program that does something constructive while in the background, yes. But if it's a little AOL icon or something that helps ou launch something, you can do without it.
Right-click the icon and examine the menu that pops up. There's often an Exit or Close option. When you select this, you may be asked whether you want the program to restart the next time you restart Windows; tell it you don't. (You can turn off AOL's system tray program in this way.)
If that doesn't work, examine the pop-up menu for an option named 'Preferences' or 'Options'. Or open the program itself and check its menus for an option that will prevent it from loading on start-up.
It the program doesn't include a way to turn itself off, you can do so through Windows.
In Windows 98, Me, or XP, click on Start, Run, type msconfig, press Enter, and select the Startup tab; uncheck the box for anything you don't want starting up with Windows. Recheck the box to change it back again.
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