I don't want a bunch of programs starting at startup automatically and always running in the background.?

I don't want a bunch of programs starting at startup automatically and always running in the background, such as mail agent, efax, real player, updaters, etc. I only want them to run when I start them. I tried running msconfig startup and unchecked all the junk, but when I restart, it's all the same and all the junk is check-marked again! What am I not doing right that the configuration utility changes go back to what they were? (I am restarting for changes to take effect, but when I go to the configuration utility, there is all the junk with check marks again!!!)