Your computer is probably trying to load a non-existing program during startup, possibly something that was removed before that error message starting to pop up. The simplest method to take to remove the message is to go: Start > Run > type in "msconfig" > click the startup tab > uncheck all programs except for the ones that you want to start up (ex: messenger, office, etc). If the error message disappears during next startup, well at least you know the pathway to it.
Do you have a Gigabyte MB or use a program called Gigabytes EasyTune 5 overclocking Utility? What about a Matrox video card?
This message normally relates to either the overclocking application from Gigabytes or the Matrox XTools. I have seen it once or twice before (very obscure error I don't see too much) but it's been at least 6 months since my last oddball call like this.
If you ever used these apps and uninstalled them or not, you could still have something in the C:\Documents and Settings\your user name\Application Data or the registry.
edit - I completely forgot about Matrox issues so I edited this. Sorry.