Msconfig doesn't exist in 2000 (but is back in XP!). In 2000 you'll need to right-click on My Computer, select Manage and then go into the Services option. You'll see loads of stuff in there, most of which you wont need to touch, but you should find what you're looking for.
Click on the Start button, then Run, then type into the box msconfig
When the window has opened you'll see a tab called Startup. In there you'll see all the apps that load during boot. Tick and untick you heart's content :)