NT Kernal System packet display box on screen

Attachment shows a perpetual screen that keeps showing up either in the lower rt hand corner of the screen or in the middle of the screen. Should it be allowed to access the network or not & why? How do you get the display not to keep showing? Thanks

 

Thanks PLODR...for your reply. I'm still uncertain & unclear as to what checking the box "yes" does. If it talks to the router then why did I get a response earlier fm MG such as this quote to me "Windows XP differs greatly form the previous versions that were installed on home computers. The entire concept of Windows XP was built around the "NT Kernal (the main thinking process of windows)". Ok, that said, it doesn't answer my question of "what is it's purpose & why do should I let it access the network? Here's another contradicting statement I rec'd...." NT Kernal and System screen is integral to the boot process and it's my opinion that it has no business whatsoever connecting to the outside world. Block it. Ok....with that said who do put my faith in as to what to do with it as it pops up all the time? One says "block it" the other says say yes to access the network. Thankyou