Try this: http://support.microsoft.com/kb/236436/en-us ("Setting Up Personalized Settings" Message at Every Boot
)
SYMPTOMS
You may receive the following message each time you start your computer:
Setting up Personalized settings
CAUSE This behavior can occur if you have Internet Explorer installed
and the network is set up to use mandatory user profiles that are not
configured with Internet Explorer personalized settings.
RESOLUTION
WARNING: If you use Registry Editor incorrectly, you may
cause serious problems that may require you to reinstall your
operating system. Microsoft cannot guarantee that you can solve
problems that result from using Registry Editor incorrectly. Use
Registry Editor at your own risk.
To work around this behavior, create a new mandatory user profile that
includes Internet Explorer personalized settings, or change the
BrowserWebCheck data value to a null value.
For information about creating mandatory profiles, please see the
following article in the Microsoft Knowledge Base: 168476 How to
Create Mandatory Profiles with Windows NT 4.0 To change the setting in
the registry, delete the Loadwc.exe value data from the
BrowserWebCheck value in the following registry key:
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Run For
additional information about Loadwc.exe, see the following article in
the Microsoft Knowledge Base: 176960 Description of the Loadwc.exe
File in Internet Explorer