Active Desktop Message on Desktop

We have Windows 98. Ocasionally when we turned on the PC and booted, there is the Active Desktop message shown on the backupground and the desktop was messed up. This could also occurred when accessing certain web site. Together with the Active Desktop message is the error of Invalid Operation.

Although the desktop can be refreshed by clicking the RESTORE on the message, we would like to know what did we do wrong causing the Active Desktop message and how to fix it so it won’t show up again?