you mean .lnk...... a shortcut file like the ones in your desktop
why would windows ask for a shortcut at startup?
what's the file name....something.lnk
check this little tool out:
http://www.mlin.net/StartupCPL.shtml
it's a small little program that lets you manage everything windows loads at startup.....all those f*ckin icons that come up in the taskbar when windows loads and others you don't even know about......this lets you see and stop them from loading.