Display sometimes a dialogue box “Your system may be at risk…

I installed windows XP on my computer. After that I installed Vista theme from a CD. I am facing a problem that sometimes a dialog box appears at the right down corner. This message indicates me that my system may be at risk. I don’t why this message displayed and the reasons behind it. Please tell me why it is appearing and how to fix it,
Windows Genuine Advantage
Your system may be at risk.
This copy of Windows did not pass genuine Windows validation. Validation is required to receive many of the upgrades available from Microsoft. Click here to get help with this problem.
