Hmmm... Maybe you have an assign set up for it? Type Assign in a shell window, that'll give you a list of your current assigns and the directories they point at. If one is assigned (and it's not needed), you can probably just remove an entry in S:Startup-sequence or S:User-startup to sort your problem out...
If you're getting rid of a program you used to have installed, this is more than likely the case. The program probably put an assign in the User-startup on installation and didn't remove it when uninstalling...
