Check to see, on that window that pops up, if there is a
preferences/tools/options men/button or something like that.
If there is something like that, see if there is an option to Start at
Windows Login.
If there is nothing, it could be an automatic Run command (which is set in
your registry) or a application that is started at WinLogon.
Try using msconfig, and check the startup tab.
For a more complete look, download (it's free) AUTORUN.EXE from
www.sysinternals.com. It really is quite extensive when listing Automatic
Run applications.
You should be able to locate something resembling ICQ.
Also, check your Services, by:
1. Control Panel | Administrative Tools | Services
and see if there is anything looking like ICQ.... text for a command
If there is, try setting the Status to Disable. This will prevent it from
starting at login ... BUT ... it will also prevent it from running period.
You may not want this ... unless you are trying to get rid of ICQ.
If trying to totally get rid of ICQ ... did you try Add/Remove Programs?