Okay...
So yesterday, I installed a new program, and disabled it's startup in MSCONFIG. When I rebooted, the message was there AGAIN!
So, as far as I know, the only way to remove the constant message (apparently, I read in another forum that the message bug is fixed in Windows 7 ) is to go to HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Shared Tools\MSCONFIG. Go into the folders that have sub-folders (should be the "services" and the "startupreg" folders) and DELETE all the sub-folders (those are MSCONFIG's disabled entries).