You have some sort of spyware. It's a hoax and not something you need to worry about. Get a copy of [url=http://www.download.com/Ad-Aware-SE-Personal-Edition/3000-8022_4-10672044.html?tag=lst-0-1]Ad-Aware[/img] and
SpyBot Search and Destroy and scan your Windows installation to eliminate the spyware. While not a real problem, it can be ugly and unpleasant to have to deal with.
Remember that ANY Windows installation NEEDS an antivirus program.
AVG free edition is a good choice. And keep both Ad-Aware and SpyBot handy. Finally, safe surfing is REALLY important, particularly when running Windows.
(And I'm moving this to the appropriate forum.)