If you are in Europe, you are going to see this if you install the latest updates:

http://support.microsoft.com/kb/976002
http://support.microsoft.com/kb/2019411

The problem is it looks like a shoddy malware app.

It puts an icon on your desktop, and pops up every time you reboot unless you make the choice.

Wary users may well be contacting helpdesks to report a problem.

It can be removed:
http://www.ghacks.net/2010/02/26/rem...-your-browser/

but this does cause another popup on next re-boot, which if you tick to not show the message again the problem goes away.

Apparently it only pops up if IE is your default browser.

Regards,

Steve