What is a Quick Launch icon?

No, those icons will not slow down your computer, because they do not represent actively running programs. They are "quick launch" icons, which are placed there by software installation programs, ostensibly for your convenience. The only difference between these icons and the ones on your desktop is that you can single-click on a quick launch icon to start the associated program, whereas desktop icons must be double-clicked.

Getting Rid of a Quick Launch icon

Software makers like to clutter up your Windows task bar with these quick launch icons because it gives the icon (and thus the company's brand) more visibility on your desktop. To delete a quick launch icon, you can right-click it and then select Delete. My personal opinion is that quick launch icons have little value. Fortunately, you can turn off the quick launch toolbar if you find it not to your liking. To do so, right-click an empty spot on the task bar, select Toolbars, then click to de-select Quick Launch. You can turn it back on by following the same procedure.

What about those icons over on the right?

Unlike the quick launch icons, the little icons on the right-hand side of the task bar do represent actively running programs. To find out what program is associated with an icon, let your mouse cursor hover over the icon (without clicking) and a text balloon will show the name of the program. Most of these programs can be safely terminated by right-clicking and then selecting Exit. Some also let you change the options so they won't appear every time you start your computer.

For more information on controlling what programs are automatically launched at startup time, see
the article Making Windows XP Start Faster.