I've got the same problem, very often a yellow warning sign with a black exclamation mark in it shows up in my task bar on the lower right. When i click on it, no matter if once or twice, it will disappear.
I found out, that this only happens, when I'm using Mozilla.
My current version is:
Mozilla 1.7.8
Mozilla/5.0 (Windows; U; Windows NT 5.1; de-AT; rv:1.7.8) Gecko/20050511
I think, the problem comes from Mozilla. Because if Mozilla is not running, there is no sign. I don't think it's a trojan / worm / virus / malware whatsoever.
Since I saw, that Firefox is running in your task list, I expect it's the same problem.
Seems to be a bug in the Mozilla kernel..?
I also couldn't yet find a preference dedicated to this warning sign.
Hope I could help you a little. It would be interesting to get feedback from other users to this problem.