See www.dougknox.com, Win XP Fixes, Disable MSConfig Selective Startup
Screen. Make your changes and apply them. Then run the utility after you
close MSConfig, but before you reboot.
When it shows, check the 'don't show this again' box and exit.
It will come up any time you have exited MSConfig with OK - if you are
just taking a look, Cancel instead. You can run regedit and delete the
line for it at
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run
but it is hardly less trouble than checking that box next boot