Not sure if this is malware or not...

Hi Folks,
I keep getting a dialog box opening up asking me to "Select the Country for this Installation"
There is no reference to what company is behind the "installation" or what software is to be installed. The graphic shows a CD, but there is no CD in my drive. It all seems very fishy.
I took a screen shot of the dialog box (enclosed)
THen I used Task Manager to identify the culprit & believe it to be a temp file GLB6147.tmp *32 (Each time it shows up there is a slightly different filename)
I'm not seeing any performance degradation but don't want to click anywhere on the box for fear of opening myself up to an attack.
Have you seen this type of thing before?

Cheers,
Dbaggers