You can find here programs that automatically starts when Windows Start. These are not the same programs that are included in Startup programs group.
Tipically, program icons that you can see into the task bar (bottom left in your desktop) are located in this registry key. This entry is commonly used for programs that you install and are autoconfigured to autostart without your approval.
It´s healthy to take a look regularly to this key because is used by viruses, internet explorer adins, spyware, …
You can find it in the registry path :
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run