Messenger Service

When I logged into my server this morning I saw the following message:
Messenger Service
Body: Message from Microsoft to IP address… I then click ok to close this message”.
When I checked the event logs the source was Application Popup with event ID:26.

I’ve never seen this before and I am wondering if it is something that I should be concerned about? Where might I get more information about this? I checked the Event ID (s) listing on the Internet but did not find anything that reallyhelped.

Thanks