Search for and delete the entries that have been mentioned using CCleaner (free) from here, under no circumstances should you use the CCleaner registry cleaner, it is not necessary and if incorrectly used can hose the OS.
Defragging a HDD any more than once every couple of months will do more harm than good for the average user, by over doing it you can actually create the very fragmentation that you think that you are avoiding, no need for any third party programs either, Windows has its own built in defrag tool, see tutorial courtesy of Brink here