1st:
simply delete this shortcut (file) Welcome.lnk from this folder on HTC: \Windows\StartUp
note: after the 1st successful startup system will delete it independently, so you just skiping this step
2nd:
if You like to overcome difficulties like Armenian Komsomol member this way is for You!
Install on the personal computer the program pocket controller (like so is called), then connect PC to HTC for let pocket controller donloads cab file to HTC and then reboot HTC. The personal computer hooks control and already from the personal computer you can pass wellcome.ехе procedure and delete it using total commander if it present in your ROM.
good luck