XAMPP itself doesn't run when Windows starts ... however, if you are referring to Apache/MySQL, that's pretty easy. Launch your XAMPP Control Panel and then stop any of the software that's running and has a Green Checkmark beside it. Then simply click the Green Checkmark and it should open a confirmation window asking you to confirm uninstalling it as a service. Click Yes to confirm it and then you can start the software again.
It will need to be manually started each time you want to use it unless you re-install it as a service again.
For great video and written tutorials and guides on creating your own web server and installing things such as forums, blogs, etc., visit http://myownhomeserver.com