First, try hibernating the PC instead of shutting down. Then start the machine up again. If the message does not appear, the problem is that there is a program (most likely from among the ones you deleted) that was set to autostart with Windows.
This also means that they were not properly uninstalled. Click Start, type 'msconfig' and hit enter. In the window that opens, go to the start up section and disable the startup of the programs you have deleted (uncheck the boxes) — Rocketdock, calendar and so on.
Apply changes, restart the computer and the error message should be gone.