forgot to mention i have winxp pro and norton and mcafee antiviruses on the system.
I had this problem: it happen every times McAfee antivirus services starts (at Windows boot or after a McAfee update)
try uninstalling Mcafee there will not be this message anymore.
Btw when you unistall Mcafee it create an exe file which tries to log on to the internet: for example 2004212194848_mcinfo.exe, 2004212194851_mcappins.exe and 2004212194848_MCINFO.-355A3F32.pf
I'm on WinXP and had McAfee Antivirus.