According to Raymond Chen...
"If you want to control the order that programs in the startup group are
run, write a batch file that runs them in the order you want and put a
shortcut to the batch file in your startup group."
http://blogs.msdn.com/oldnewthing/archive/2003/12/25/45926.aspx

I'd buy one that runs as a service.

To start applications sequentially create a shell script something like this
and place it in your \Startup directory.

-------------mystartup.cmd-------------
start "" "D:\Program Files\Microsoft Office\OFFICE11\outlook.exe"
start "" "D:\Program Files\Microsoft Office\OFFICE11\word.exe"
start "" "D:\Program Files\Microsoft Office\OFFICE11\excel.exe"
---------------end file------------------

Sun, 25 Feb 2007 10:37:05 -0800 from jdavis7560 <jdavis7560
@discussions.microsoft.com>:

Well, don't connect your Internet cable till after the boot is
complete.

But to answer the question you asked,
http://oakroadsystems.com/tech/winxptip.htm#StartupOrder

In addition:

Anti-virus programs run as services, and also provides an user interface. Services load early, but the user interface load after you logon.

To see the list of third-party services, run MSCONFIG.EXE and switch to "Services" tab. Put a checkmark near "Hide All Microsoft services". Your Anti-virus service should be listed there. Click "Cancel" to close MSCONFIG.

When I first boot my computer, how can I change the order in which my
programs start up?  For Instance, my anti-virus program starts last which
leaves me open for attack while the others are loading.