What is an invalid startup item? Is it serious? How do you remove it?

I ran a spyware terminator scan, and it says I have an invalid startup item. I've tried removing it, but nothing is working. It looks something like this: HLKM\SOFTWARE\Microsoft\Windows\Current Version\ Run NvCplDaemon= RUNDLL 32.EXE....... Can you please tell me how to remove it? I hardly know anything about computers, so please explain everything clearly.