(Sorry in advance for my bad English.)
I looked for a software warning of any attempt to add something at the Windows startup. I first fall (without hurting me) on “Startup Guard“, but after a while I must note that it consumes lots of CPU on Win XP – sp3. I was therefore obliged to seek further and found “Disable Startup“.
Disable Startup is a freeware tool for protecting Windows startup from changes:
Disable Startup is a free startup manager and monitoring program, it can scan all Windows Startups on your computer, and monitor all new startup items, helps you control, manage and optimize Windows Startup configuration.
Additionally, it helps you prevent homepage hijacking:
Disable Startup can also monitor the start page of Internet Explorer; stop any change that you don’t know.
Housed in the Windows taskbar and consuming virtually no CPU, you will only notice the presence of this small program (installed, it takes up only 1.51 MB) when it shows a popup window to inform you about a change and asks you what to do.
This software is designed for Windows XP and Windows Vista (32 bits and 64 bit); I don’t know if it works with Windows 7.
One last important thing to note: The way to access the settings of Disable Startup is by clicking on the icon in the tasbkar. It is as simple as that!
I’m sure some of you have already another solution to this problem (I’m listening) but I hope this tip helps some others.
Disable Startup Homepage: http://www.disablestartup.com/ 
Disable Startup Download Link: http://www.softsea.com/download/Disable-Startup.html