Those system configuration changes you made are not permanent, and only for diagnostic purposes. That's why the utilty is poping up, to let you know that you are running in diagnostic mode.
Quote: "System Configuration Utility (Msconfig.exe) automates the routine troubleshooting steps that Microsoft Product Support Services technicians use when diagnosing Windows configuration issues. You can use this tool to modify the system configuration through a process of elimination with check boxes, reducing the risk of typing errors."
If you wish to make your changes permanent, then you'll need to do more than simply disabling the items using those checkboxes. This may entail editing the registry, deleting startup files, or changing the startup mode of some services, etc., depending on what particular changes you made.