Irrelevant message box amidst applications

[Ashabi]

My pc configuration is as follows :Intel pentium IV 2.8 ghz 256 MB DDR RAM
80 GB hard disk, Intel 915 GLM x-press .For a week i am encountering a new problem while working in windows XP SP2 . Whenever I am in the midst of an application such as a game I am automatically taken to the desktop and a message box pops up saying : No connection to the internet is currently available .To view Internet content that has been saved on to your computer click Work Offline.When I click the work offline button in the message box the box closes and nothing happens.I encounter this problem frequently. Please help me solve this problem!

[Ramakrishnan]

While playing some games, the game without your knowledge sometimes try to contact it's server. Mostly that may be your case.

[s18000rpm]

most probably a spyware.

which website IE tries to connect to?