I’m having startup issues in XP?

How can I fully analyze my XP Startup? I want to know full details about what all is happening during my startup & finally I want to remove the unnecessary stuff that is slowing up my startup & further functioning of my Laptop. I already know to manage startup programs through msconfig. I believe some hidden stuff is there. It says – Windows cannot find & gives many boxes as the name of program. Same boxes it is not finding in registry. This pops up 2-3 times & I do ok, ok, ok & my computer finally boots up.