You are having problems because obviously you have something loaded at startup which is running in the background. Until you determine what it is and correct the behaviour, of course it will return once you boot as normal.

I'd suggest you submit a HijackThis log to our 'Viruses, Spyware and other Nasties' section for attention, after you've read the pinned topics in that section and followed the instructions in them in an effort to clean your system of unwanted intruders.