Many activities before user log in

 I looked up my computer management system events/tasks and I see lot of things happening before my log on starts up. I see SQL, SQL user SQLEXPRESS, seems to be sending info, user NT Authority, User ANONIMOUS all log on before my user profile logs on.  I have a simple PC W7 64 NIS 20.3, so no needs (I think) for SQL to run before my log in or even after and I think should not sending information… Any suggestions?  What is Anonimous User running with high priviliges, setting several privileges by itself? Am I fine with all these?