On startup I get the following screen: "Please wait while Setup updates your configeration files. This may take a few minutes..."
How can I turn this off?

You probably shouldn't turn it off, does this happen each and every time you start your computer?

This occurs after playing certain games on my computer (Alice and Black and White for two), these games deposit files in C:\Windows\Temp and a startup command is made in wininit.ini that deletes them on restart.

What exactly are you doing prior to restarting your system when the "updating config files" message appears?

This happens every time even if I just do a restart without changing anything.

You can open wininit.ini and put a semicolon in front of any commands it has in it to prevent them from being executed. (it's supposed to be automatically renamed after use)

There is a section on wininit.ini here:

Startup Program Loading

You might also have a look at other files discussed on the above page.