Malfunctioning

Go to
http://technet.microsoft.com/sv-se/sysinternals/cb56073f-62a3-4ed8-9dd6-40c84cb9e2f5(en-us).aspx

and download process explorer.
Start it, and use the 'target' icon (to the right of the binoculars)
and 'drag' the icon to the command-box like window.
Then process explorer will tell you which program or process is causing this window to appear.
Find this program or process in windows file explorer and delete it.
Done!
Tip.
Also download autoruns, a program that shows ALL autostarting programs, much better than win 98's msconfig

suspect that to be a virus, delete all the temp files from c:\documents and settings/<username>/local settings/temp folder and c:\documents and settings/<username>/local settings/temporary internet files folders.
check out if you could find heap41a folder on c drive. Delete the folder and let us know, that should resolve this issue.