I looked in My Computer - C - didn't see any "Prefetch", can it have another name ?
It's a hidden windows file. Open the windows folder.C/Windows ..To view the prefetch folder go to tools...folder options...views and select show hidden files and folders.
Princess
Windows media player may be loading from the STARTUP folder found in your program list from the start button.Delete anything you want from the startup folder that you don't want to load at startup.Deleting programs from your program list will NOT keep them from autostarting.
Many programs also have an options list that will configure if and when they startup.Try a right click on many programs and properties or options often will come up to disable auto start.
Anything on your taskbar is running in the background so try to keep all these programs to a minimum also.