First have a look on the Start menu's Startup folder. If Mediaplayer is listed there, right click and select Delete (this will only delete the shortcut, nor Mediaplayer itself).
If it is not there then Start, Run, type in
and click OK. Select the Startup tab. If Mediaplayer is listed, untick its box. Keep clicking OK to exit msconfig, then restart your computer.
If you have Windows 2000 there is no msconfig. Always a good idea to post your version of Windows even if you think it is irrelevant.