Hi Matt,
Take a look at the startup programs in msinfo for a command that
starts Media Player.
Go to Start - Run and type msinfo32 and press enter.
Expand Software Environment and click on Startup Programs.
If you don't see anything there, go to following link and download
"Startup program tracker" and run it. See if anything shows up there.
http://www.dougknox.com/xp/utils/index.html
This could also be do to a parasite.
Media Player at startup help
http://www.nwlink.com/~zachd/pss/pss.html#startup
Search and destroy Parasites/SpyWare/Malware/Adware:
Ad-aware is a free multi spyware removal utility that scans
your memory, registry and hard drives for known spyware
components and lets you remove them safely. After installing
Ad-Aware make sure to run the update feature before scanning.
http://www.lavasoftusa.com/ For large amounts of installed
spyware and such, it may be necessary to run Ad-Aware several
times to clear them all.
Here are a couple more removal tools that should also be run.
CWShredder:
http://aumha.org/freeware/freeware.php#cwshred
Spybot:
http://www.safer-networking.org/
SpywareBlaster:
http://www.wilderssecurity.net/spywareblaster.html
SpywareBlaster doesn't scan and clean for spyware – it
prevents it from ever being installed. SpywareBlaster is
a non memory resident utility. It works by setting a "kill bit"
for the CLSIDs of spyware ActiveX controls, it prevents the
installation of any of them from a webpage.
For more information:
The Parasite Fight:
http://aumha.org/a/parasite.htm
Cleaning a Pest-Infested Computer:
http://rgharper.mvps.org/cleanit.htm