Disabling things from loading in msconfig means they will be removed from the registry, but the keys are backup in temp file. MSconfig under XP is NOT for removing things, just for troubleshooting. To remove things from loading at boottime use regedit, or (safer and easier) StartUp.cpl

Since you remove things from the registry on a temporary base with msconfig, HJT doesn’t see the hklm.…\run lines with things you temporary disabled. HJT reports only active things. Why mention something that isn’t there/running? It’s not harmfull, so why report it?