nope, I don't know
Because I never seen the dialog, and I even never seen that particular layout of the .NET Passport dialog...
Even if MSN Messenger was running, it surely isn't from that. It also isn't from a site you might be visiting (eg: hotmail), because .NET Passport dialogs are given in the webpage itself, not with a standalone dialog.
All I can think of is that it is from a legit (hopefully) program your running....
In other words: I very strongly believe, until further notice, that this is a virus/spyware/malware/whatever...
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When it does popup, check your processes and list them here...
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Virusscans, etc are to be done in
safe mode to do it properly...
see
CookieRevised's reply to Help!!!!!!!!!!!!!!!