Anyone get a windows popup message when restarting explorer.exe?

[Kaiju]

On startup to desktop (just after the loading screen), i get this small popup window in the top left hand corner stating:

Okay, so I initially booted into safe mode and did various scans but to no avail. I've did a bit of research on the matter and found IE7 likes to do this once installed, but I rectified that and the popup still comes up. It also happens when I terminate explorer.exe from the task manager and restart it. It comes up for like a few seconds and then goes again.

Any ideas as to why i'm experiencing this?
XP Pro SP2

 

[Kaiju]

I used the following message to get rid of the stubpaths in Active Components via HKEY_LOCAL_MACHINE and CURRENT_USER. No more popup.

http://support.microsoft.com/kb/238441