If some other trayapp, it might be some startup item that points to some application that is no longer installed. Depending on what it it, there are any number of ways to get rid of it. The msconfig tool (built into every Windows version since the late unlamented Win98) is one of the easiest ways to find and turn off an offending startup entry, but you will have to go into the Registry directly to actually get rid of it, msconfig only enables/disables items. Another tool is HijackThis, which has much broader scope for malware detection but it can also get rid of bad startup items. There are many other tools as well, but without more specific information, it's hard to say for sure.