I just set up a new hp desktop for my parents recently and have not had any problems. I have been using vista myself for a year and have never seen this before either. Suddenly every time the computer is booted a window appears - I don't know what it is, the messages displayed look like internet explorer, but there is no reference to IE and the icon looks similar to the hp help and support one. The other problem is that it has no "x" or minimize button on it and while it appears on the taskbar, you cannot right click it to close it or minimize it there either.
The top of the window just says the current date/time. I can close it in the task manager (ctrl+alt+delete) without problem, but the "application" name is just the date again, and it comes back the next time you boot the computer. There are no strange programs or applications on the startup processes if I go to msconfig either. Its not a huge problem, cause it doesn't seem to effect anything, but it is annoying and there is no reason it should be doing that. I've attached a screenshot below showing the window and the task manager: