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If you want to know, since you're learning linux, it's best to learn what is going on, rather than just doing it and not understanding...
Under redhat/mandrake, "chkconfig" is the tool most commonly used to control what services start up/shut down with the machine.
Linux has different "runlevels" (you can see what runlevel you are in, by typing runlevel at the command prompt). Basically, 2 or 3 is usually multi user mode, and runlevel 6 reboot mode, and runlevel 0 shutdown.
You can do chkconfig --list | more, to see a list of all the services on your machine. It will tell you if that service is set to be "on" or "off" (self explanatory) at that particular runlevel. For example, if in chkconfig --list | more (the | more pipes it to the more command, so you can scroll down using the return key) the smb (samba) service is set to "on" for runlevel 0, it means it will try and shut samba down with the machine. If samba isn't running, then you will get a [FAILED] message on shutdown. So you just do chkconfig --level 0 smb off. to turn smb off for runlevel 0.
To COMPLETELY turn off a service from starting up/shutting down, just do
chkconfig <service> off
Hope this helps, and doesn't confuse you too much!!