Explorer window opens on each start

I get a 'explorer' window that opens to 'My Documents' each time I bootup!
I close it, but each time it still opens. I think I remember seeing this long time ago, but surely don't remember where.

I'm running 2k w/sp4 with no auto anything (updates, etc.) or virus scanners and only M$ processes running at startup.

Not under start--> programs--> startup


Or in the run key in the registry?