What Andy said... But from a GUI, you can run Activity Monitor. From there you can also quit or force quit processes and applications.
The most obvious places to look for evidence of such a process launching at startup is in the various locations used to store your list of start items.

The first place is Login Items:
System Preferences -> Accounts -> Your User Account -> Login Items tab
Items listed in there get launched when your user account gets logged in. Remove an item to stop it from being launched. Note that some programs also have preferences to control this, so you might want to look at the prefs for your BT client. That will also make sure the login item doesn't get auto-repaired the next time you launch the BT client.
You can also look in:
/Library/Preferences/com.apple.loginitems.plist
That's where some items that get launched for ALL users get launched at login. The file is best viewed with Property List Editor which is part of the developer tools install.
From there you can read about launchd which is now beyond the scope of my quick reply.
http://developer.apple.com/macosx/launchd.htmlBruno