That message will appear when a startup program is unable to create an icon in systray when you boot the computer. Is there a program associated with that message? If the message is in a box then the program might be in the top margin.

Have a look at this MS article on how to investigate startup problems..

http://support.microsoft.com/kb/929135

I think it's safe to think that the drive is clean so at this point I'll move this to a forum where it's more applicable.