hp pop up window; annoying

Whenever I play Steam related games (I think it's only Steam games), a window will pop up at random.

http://crap.axred.net/hp_is_lame.jpg

Now when this pops up, it interrupts my game. It won't pop up for maybe 20min, then it will start popping up constantly. I never know, it's basically randomly.

So anyways, this is pretty annoying, and I've been dealing with it for months, thinking it would go away; but, it hasn't. Anyone got any ideas?