I have some spyware that I can not delete because it is always running. I tried to delete it in safe mode and it is also running in safe mode. I remember a utility that came with in Windows 98 SE(like regedit) that I used to run....it would show me all the files that are loaded dureing start up. I can't remember the name of it...it was like mstartup.exe or something....ughh... does anyone remember the name or know what I am talking about? And is it on Windows XP also(because that is what I am now useing)?

sysinternals autoruns does that, and is free.

http://www.sysinternals.com/Utilities/Autoruns.html

msconfig probably.
I use this: http://www.mlin.net/StartupCPL.shtml

yes: Start > Run > msconfig

To make sure there isn't other crap on your system download Ewido Anti-Malware (don't worry about it being a 14 day trial, only automatic updates and real time protection time-out however it can still be used past that period as an on-demand scanner in its free mode), install it and immediately update it, then run a complete system scan.