That definately is a Plus! window, though I'm not sure what would be causing the problem. You may want to do what Absorbation said, and check for viruses (and adware/spyware while you're at it). Also, what are you doing when the problem happens? Is it reproduceable?
And if you haven't got MSN Messenger 7.0.0816 and Messenger Plus! 3.54.132, then get them and see if it still happens