WINDOWS XP MESSENGER

OK I NEED HELP
I HAVE WINDOWS XP

FOR SOME REASON IF I DO NOT LET ALL PROGRAMS LOAD AT
START UP BEFORE ACCESSING INTERNET MY MSN MESS DOES NOT
LOAD AND WILL NOT LOAD TILL I REBOOT MY PUTER AGAIN.

QUESTIONS ARE : WHY IS THIS HAPPENING?

IS THIS A BUG???

IS THIS NORMAL??