I wouldn't do that...most people have lots of programs that run at startup, ones that they actually want to run.
Funny thing, the other day I got the same popup...
I was browsing with IE, and thought I just closed a window. When I go back to the site I thought I was it, nothing pops up.
Are you SURE that it pops up when you don't have any IE windows open, or haven't just stopped using IE, and closed a window?