Dialogue Box apears at Startup.

Hello,
Im using WinXP pro. the problem started after I run an application that suddenly gone after running it, now every startup a dialogue box appears. The dialogue box only contain a message (telling the succesful execution of the program) an OK button and a Close Button at the upper right. Its like I was faked in that app, cause I thought it supposed to be a convenient app(for some matter). I already tried looking in the TM for unknown process but i cant find it. Please help. I dont know much about this kinds of problems. I dont want this to get any worse.