None of my searches brings up any precedent other than Falling's earlier thread in this section.

I am still curious what the exact window is? Does it appear to be a legitimate XP window? Do you happen to notice the light on your CD or DVD drive flash coinciding with this pop up? Or do you notice your CD or DVD drives' light flashing for no reason?

Re setting the settings of AutoPlay might just reset things if indeed this is the legitimate program. Otherwise the HijackThis route would be in order to determine the source.

Also perhaps run check disk:

start > run > cmd
in the new window type chkdsk/f
when prompted to run on boot choose Y & reboot
this will check for & fix any disk errors