You gotta edit your registry (be careful)...
I had the same problem. Below, I've cut and pasted the info from the Microsoft web site...BUT be advised their solutions didn't work for me...I had a registry entry called "My Web Search," which I deleted and then the Sys 32 no longer appeared on boot-up.
***Backup everything, including the registry before you start playing around with this!!!***
M

SYMPTOMS
When you log on to Microsoft Windows, a Microsoft Windows Explorer window may open that displays the contents of the System32 folder.

This behavior also occurs if there is a String value that contains only a single quote character (") as the Value data in the following Registry key:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run
CAUSE
This behavior can occur if a null, incomplete, or damaged entry exists in the registry.
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.

Use Registry Editor to view the following two Windows registry keys:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run

HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run
Verify that all the values in these keys do not contain any incorrect, incomplete, or null entries (such as "").
MORE INFORMATION
An incorrect entry in the following registry value has been confirmed to cause the behavior described above:
Key: HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run
Value: ActiveMovie File Extensions
Value Type: REG_SZ
Value Data: ActMovie.exe /Check
If the value data for this entry is null or appears in Registry Editor as quotation marks, you may experience the problem described above. To correct the problem, change the value data to match the entry above or delete the ActiveMovie File Extensions value.

This behavior can also occur if the Reminder value that has "" next to it is in the following registry key:
HKEY_CURRENT_USER\Software\Microsoft\Windows\Current Version\Run

You can resolve this behavior by deleting the Remainder value.

If you are uncertain whether an entry is incorrect or incomplete, you may want to delete all entries other than the default Windows entry. The following entry to run the System Tray is the only required Windows default entry:
Key: HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run
Value: SystemTray
Value Type: REG_SZ
Value Data: SysTray.exe