I'd try to get a piece of software that allows you to see your startup processes. It
sounds like there may be something running on boot that is opening your menu. I'd
suggest Spybot as it has a tool that allows you to view and kill processes that start
on boot. It also sounds like there may be a chance that you have a program doing this
for you. If in fact you do find a process running that you can't remove, try
MoveOnBoot, which allows you to navigate to the offensive file and kill it before
Windows loads on restart.
Spybot
http://www.safer-networking.org/en/download/
MoveOnBoot
http://www.softwarepatch.com/software/moveonboot.html
GigO's suggestion may have already covered this ground though...
