thats the old tech support in you, I can relate...been there, done that, still doing that...
Yep, it would be helpful to know the content or show us a screenshot of the message. I'm on Walmart Connect, and for the last few weeks I was getting pop up windows. Since I use Zonealarm firewall, and Spybot, I was puzzled as to their origin. The title bar was labeled "Messenger Service" and the messages varied from spyware notifications to porn crap. Messenger Service is a normal Service that runs in 2000 Computer Managment, however it is normally used for network functions (for ex. the "net send" command". Anyway, since this is my home computer, I just disabled the service and am good to go...I still get Script debugging errors from time to time on Axioms website.
Anyway, hope we can help once you provice some more info...