Phoenix, in & of itself this is nothing more than a nuisance...not a cause for worry.
I suppose that running Norton WinDoctor (or other equivalent programs) might fix this. The reason is that WinDoctor searches, among other things, for problems in the registry such as paths to files which don't exist. It doesn't search for viruses or that sort of thing.
If running Norton WinDoctor doesn't fix this, & if you won't be convinced to carefully follow the instructions in that KB article to fix this manually, you could use msconfig. It'll still be a manual process, it just won't come with the same risk as messing about in the registry.
Click Start --> Run, then enter msconfig. Click the Startup tab once the msconfig program opens. Should look similar to this...
That box displays the programs using the registry to make themselves start when Windows boots up. None of them are vital for Windows, so don't feel super worried about removing some of them in experimentation.
Now, the KB article you linked to says that this behavior can occur if a "null [empty], incomplete, or damaged entry exists in the registry."
That's what you're looking for, so uncheck any items listed which fit that description.
If you're not sure, type everything listed in the 'Command' column into this thread & we'll be able to tell you which ones to uncheck. Just make sure to stretch the Command column out so none of the text in it is hidden.