My monitors are 17-inch CRT display，Why I need settings display when System Startup?
And why I can add DSL connection?

DSL connections can probably be configured using your distributions tools, which are distro specific usually.
Screen settings can be configured in System Settings > Display.

"My monitors are 17-inch CRT display，Why I need settings display when System Startup?"
If you are talking about the krandrtray icon that appears at boot if you are using kde4.2.2, then you can stop it from auto-starting by editing .kde4/share/config/krandrrc and adding this to it:
[General]
AutoStart=false

then quit krandrtray, and it shouldn't start next time you log in.

I think in the future an option will be implemented (just like they did with kmix) so that you can just right click the icon and select not to auto-start it.