Did you log in when another user was logged in?
If you did your system would shut down the programs that were open under the other users account. At least that is my understanding.
If you are the only one logged in check msconfig/Startup and see what program is starting at boot that can cause this problem.
You could also check User Account and see if you have a strange User Account.
Are you logging in as a Administrator?
My belief is you must find out what program is causing this message.
It can be a infection when anything strange happens on a computer.
Are your System Specs up to date?