Weird OK Box Before Login / Cannot Take A Screen Shot Of It Or ID

At some point in time, do not remember when exactly, a text box started appearing before arriving at the login screen. Unfortunately I cannot take a screen shot of it or ID a process since it technically happens before any user is even logged in. The title bar of the box is two squares and the body of it is the same. Then there is just an OK button. After clicking ok everything boots normally. Scanned for viruses and spyware using every known method and the install is clean. I normally use linux most of the time, but whenever I go into XP to play a game, this drives me nuts.