The above (in Topic Title) plus "Your system is infected with spyware. ..." appeared on my Desktop which also lost its normal background, is not blue and the background cannot be modified.
I analysed the system using SpywareBlaster which found a number of mal/spyware; I also found Paytime.exe in Windows/System32 and deleted despite some obstacles. This seemed to work with SystemTray's warning messages/baloons that also appeared first with the Desktop text - the SystemTray warnings do not appear but only the Desktop text remains.
My system is Win XP Pro SP2, I use Outpost Firewall and Norton AntiVirus 2005.
Thank you in advance.