something running the background is trying to get your attention to switch to your desktop or something
i'd say kill as many apps as you can and try it out, then try to find out which one it can be, definitely close msn or any audio player applications, could be your anti-virus even...
does it happen in any game you're playing? does the same thing happen if you're in any other full screen application, like watching a movie or something?
Eh, it doesn't happen much, but when it does, it's annoying, and has the potential to be very annoying.
I usually am the reason that causes this, but my friend is a noob and has pop up's from spyware or something, and it always brings him back to the desktop, so an easy download would be very useful to him.