I have seen this a lot at work, its not annoying at all!
I manage to fix it by:
1) Click Start
2) Type 'regedit'
3) Press enter
Before going any further, take a backup of the registry - Registry - Backup and Restore
4) Navigate to - HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\ProfileList
5) Now delete the line with .bak at the end
Hope this helps.
Brink beat me to it