Why not check where it has some key starting this in the registry:

HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Run
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\RunOnce
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\RunServices
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\RunServicesOnce

HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\RunOnce
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\RunServices
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\RunServicesOnce

Also try disable it using msconfig.exe (available in Win98, not sure for Win2k)
(i preffer manual method with the registry)

Hope This Helps