Well, then I'm out of ideas on how to fix it, unfortunately. It's a known bug, but also one that is supposedly no longer around on fully updated Windows 98 and newer operating systems. But then, I don't see why it'd cause a problem on startup of all times... well... actually there's one thing I just thought of. In setup, under network, try setting your internet connection to none, just to make damn sure FS2 won't do anything net related. But if that doesn't work, I'm out of ideas

[Edit] That's FS2 setup, not anything Windows related, in case I was unclear. And messanger, yeah, kinda comes with the operating system, but we've about hit the limit of my tech-support knowledge so doubt it'd make any difference.
[Another edit] If I was awake I might've remembered this earlier, but I never quite am this time of night (see my location, heh). If you're REALLY desperate, try uninstalling your IPX/SPX protocol and then see if things work. If that doesn't fix it, reinstalling it is just as easy as removing it, all done in start->settings->control panel->network.