WindowsNT: Program box keeps starting up

On a WindowsNT PC, On every login a program box titled PROGRAM will open up. If you delete it it will open again on the next login. There is a directory on C:\ called PROGRAM. IF you delet this directory, you will get the message ‘cannot find C:\PROGRAM or one of its components’. You hit ok it goes away until next login. Nothing is in the STARTUP folder for any users or for ‘all users’. I have searched the REGISTRY and a the system files but cannot find anywhere where it is trying to start up this program box. ANy ideas?????