I'm not sure where this is in XP, but you are probably running Apache as a "Automatic" service.
in windows 2000, it's part of the administrative tools, computer management, services, then find the apache service in that list, and open it's property sheet. You can select "Auto or Manual" start. Change it to manual.
Then you'd come to the same services listing to start it, each time you'd want to start it.