ooo, how odd!
OK I'm assuming you have restarted the computer and it still happens every time you start the 'puter and come online.
First place I'd look is all the little icons down by the clock, if you hover your mouse pointer over each of them in turn a description of each one should pop up, if any of them say anything that looks like a player or radio try right clicking on it and select exit or close. (you may hvae to click the little arrows to see all the icons)
if it stops the radio then goto add remove programs in control panel and see if anything matches the previous description and remove it.
could be worse, could be radio3 (cue radio3 lovers!)