It may be a new piece of adware that none of the other programs know about yet. So, you may need to check for it by hand.
First, run msconfig, and check your startup tab.
Next, go into regedit and in most of the major sections you will find...
...\Software\Microsoft\Windows\CurrentVersion
Then look for Run, and RunOnce type sections. Go through these to clear out the junk you don't want to be around.
Once these are clear, check the directory you have Windows installed in(usually c:\Windows or C:\winnt), and there may be a file named wininit.ini. wininit.ini is where patches put their files to be installed when you reboot windows. spyware will also put things in there to prevent being removed.
Remember that just because a file LOOKS legit does NOT mean that it always is. To that end, think if there's a reason for something to be started when windows comes up.
Also, check your services under Windows 2000/XP since some pieces of adware/spyware put themselves in there since many people don't think to look in there.