Ok..... check for a virus... If that doesnt work, then when the window pops up. Press CTRL-ATL-DEL at the same time (once).
A window will come up. Look in the window for a program running that your not sure of.. Click on it and close it. See if when you close a program if the little pop-up goes away.. Then see if you can find that program in the un-install program in the control panel.