System Preferences>Users+Groups>Login Items while on your account.
It the application in question in that list?
If so then just press the '-' button at the bottom to remove it.
Hope that helps.
None of the applications that open automatically are in the list.
Then i'm stumped, try unchecking: "Close windows when quitting an application" then restarting and then checking it again.
I can't think of anything else - sorry.