I have seen this message several times over the last year or so, on several different computer setups even after a fresh format and install of sp4.
I currently have a SIS chipset, and a radeon card and I just saw it.
I believe it is a microsoft windows program, possibly to do with service pack 4. All my computer has on it right now is win2k, sp4, a few more security updates and no other software apart from SIS drivers and radeon drivers.
It has nothing to do with spyware or any application/software.
My comp has no viruses or anything because it is a fresh install and im behind a firewall machine with the latest norton viruscan software protecing me from that comp.
Basically I would reccomend people dont get worried about this, its just somthing simple embedded in windows.