Strange Messages on Start-up and Shut-down

I am using Windows XP - Home Edition.
The only noticable problem with my computer is that it takes awhile to shut-down.

On Start-up I get two error messages in this order.

Window name: unknown character square.
Window contents:
Windows cannot find '
'. Make sure you typed the name correctly, and then try again. To search for a file, click the Start button, and then click Search.

Window name: Desktop
Windows contents:
Could not load or run '
' specified in the registry.
Make sure the file exists on your computer or remove the reference from the registry.

On Shut-down I get the following error message:

Window name: WMP54Gv4.exe - Application Error
Window contents:
The instruction at "0x029c1611" referenced memory at "0x028c1611".
The memory could not be "read".
Click on OK to terminate the program
Click on CANCEL to debug the program