I couldn't find anything regarding msconfig starting up automatically.. It could be a general windows setting such as "open last folder at boot"

Try going into msconfig, changing a setting in MSconfig/startup, such as AIM or your graphics card control panel/system tray thing. So that it doesn't load at startup, then select OK. Remember which box you unchecked, so that you can put it back after restarting...

When msconfig says you must restart, do not click on restart, instead; click on NO or cancel?

Close the msconfig window, then go to the start menu and restart the computer.. This might stop msconfig from automatically loading at startup.

If it does, you can go back into msconfig, recheck the startup item, and do the same steps for closing msconfig as mentioned above, do not click on the "restart" buton etc...