I might be wrong but it sounds like a somthing is trying to run on startup but it doesnt know what program to use to run. go to start menu and type "MSCONFIG", then go to the startup tab. This may take a while to do but untick a box that you dont recognise and restart your machine, if it still comes up, go back into msconfig, re-tick the box and untick another, keep doing this until you find the program which is trying to run at startup.