Get yourself a copy of Process Explorer. http://technet.microsoft.com/en-us/sysinternals/bb896653.aspx
Start Process Explorer up and let it run in the background until the mystery popup appears. Don't close the popup, instead click the Target icon on Process Explorer's toolbar, (furthest icon to the right on mine) and drag it over the popup window. It will highlight the .exe file responsible for the popup in the Process Explorer window. Right click the filename, and select "Search Online" for information about that task - what software it belongs to etc. That will give you something to go on.