Since you are running IE7, I'm guessing you were online at the time, maybe even using a wifi network. If so, there indeed are other computers connected to yours and I suppose Windows may have detected some networking activity. Conceivably (though unlikely) somebody may have established a Remote Connection to your system. I'd make sure that I had file and printer sharing disabled and the Windows firewall enabled on whatever network connection you are using.
If you have recently used a Synchronization tool to sync up files, even to a removable disk or memory card, this can sometimes leave a file sync operation in limbo and generate this sort of message.
Have you ever used Briefcase for anything on this computer?