I am having this same behavior on my XP machine. I got this same message when trying to get to the control panel, and now I can't even find the control panel, it's gone!
Control Panel was missing from the start menu too.
I know I had some spyware infecting things because I got a message the kept appearing, that was trying to look like a windows message. it read :
"Warning! Potential Spyware Operation!
Your computer is making unauthorized copies of your system and internet files. Run full scan now to prevent an unathorised access to your files.Click YES to download spyware remover ..."
The misspelling of the 2nd unathorised is how this message actually appears. I have tried running spybot S&D but this message still appears.
What did you do to resolve if anything?
Thank you for any help.