Ok, This problem is very popular in Win Xp, Although it looks like it is finished loading, it is actually still adding the startup programs in to the System Tray in the Background, thus, forcing you to wait for a while!
Like Mekaziah told you, try to decrease the number of apps running in Startup........
To do this, go to START> Run > Type in "msconfig"
A little window will pop up, go to the "STARTUP" Tab at the top.
This will diplay a big list of programs that starty up when Windows boots up, and loads.
Try to uncheck all the apps that you don't need from that list.
Click APPLY, > OK, Then restart.........This should make it load a bit faster..........
PLUS: If you have any spyware software on your computer such as Gator, SaveNow, ect, UNINSTALL THEM, they greatly affect the loading spead of Windows.
Hope this Helps.
Best Regards,
DaTruMasta