Looks like spyware or a trojan to me.
Update and run Ad-Aware, Spybot, and your antivirus utility.
Chances are your registry is fine, the program is just using the Windows messenger service to pester you and make you think it's a real Windows error.
Whatever you do don't go to the websites in the error boxes!
In the meantime, follow the instructions <a href="
http://www.itc.virginia.edu/desktop/doc ... /">here</a> to stop the Windows service that creates these alerts. (Don't worry all it does is it stops allowing messages from remote parties from popping up. It shouldn't interfere with any programs. In fact it's unnecessary to have it running. Think of it as the client side of the NET SEND command.)
As for registry scanners, click Start -> Run and enter "scanreg". I'm pretty sure this still works with XP.