Update: Initially it appeared that disabling the 2nd network adapter in the BIOS had fixed the problem. However, it began to occur again after I ran CleanUp, (a program by Steven Gould), before shutting down.
CleanUp removes cookies, newsgroup caches & subscriptions, and empties the recycle bin. However, it requires either a shut down, or log off/on to completely remove the deleted files. If a log off/on was done after running Cleanup and before shutting down, then the error message occurred again every time. However, if after running CU, the shut down was done without logging off/on, then the error message did not occur. So it appeared that CleanUp was the culprit, and the work around was to simply shut down without log off/on, to totally remove the files deleted by CU.
To check this out, a dozen trials were done, without using CleanUp. In each case, after start up, a different simple program was run on Virtual XP. In half of the tests, a log off/on was done before shut down; and every time the error message came up! The other six were shut down without log off and closed quickly with no error messge. This meant the log off/on was culprit, and it was coincidental that logging off/on after running CleanUp triggered the error message.
I'm at a loss to explain why this happens, but the simple work around is to not log off before shut down. I'm not suggesting this would be a generic solution for all environments, as it may just be peculiar to my PC; which has a SATA3 SSD hard drive, extreme Intel mobo, i7960 CPU, Gigabyte GTX550 graphics card, & 12GB Kingston DDR3 1333 RAM.