It's a harmless message being received using the Network Messenger protocol, from the Messenger service. Go to the Services console in Control Panel, Administrative Tools and stop this service, then go to Properties for the service and disable it. The fact that the message is getting through shows you have no firewall - very dangerous - and the fact that the service is enabled indicates you are not running XP SP2, which means that you are not getting Microsoft's latest security updates. If you do not keep up to date and use a firewall, you run serious risk of your computer being compromised by one of the many attacks targetting remote code execution vulnerabilities in Windows and other software on your computer. I recommend that when you reinstall your PC, if your Windows disc is XP SP1 or RTM, UNPLUG FROM THE INTERNET FIRST - physically unplug your modem or router from the phone line or other outgoing connection (saves accidents). Then, after setting up your internet connection, turn ON the XP firewall under the network connection's Properties page, Advanced tab. Only then should you reconnect your internet connection. If you're not sure what version the Windows disc is, it doesn't hurt to do this anyway. If the disk is SP2, it will ask whether you want to enable Automatic Updates during the setup phase. Then go to Control Panel, Internet Options and click Use Blank under Home Page. This ensures that if your default page contains anything dodgy (generally unlikely, but if you have a customised version of IE on your install discs it could do something). As the very next thing you do, before doing anything else, go to Windows Update and download all the updates. Reboot when it tells you, keep doing this until XP SP2 and all the newer updates are installed. I normally opt-in to Microsoft Update so that Office, Visual Studio, SQL Server, etc are all kept up-to-date too. You should ensure you're running up-to-date anti-virus software. I use AVG - the free edition[^] is available for non-commercial use.
Stability. What an interesting concept. -- Chris Maunder