You problem is described in detail at:
http://support.microsoft.com/support/kb/articles/Q137/4/54.ASP
Partial quote:  *>CAUSE
*>This problem can occur if you remove the Microsoft Network
*>components in Network properties. When you do so, a reference
*>to the Vnetsup.vxd or Dfs.vxd file is not removed from the registry.

If things are working, it is safe to cancel the error message.
It you want to fix it, someone will have to edit the registry.
(An easy job, but filled with extreme risk!!)
*> WARNING: Using Registry Editor incorrectly can cause serious
*> problems that may require you to reinstall your operating system.

(Do you have a relative or someone that is "into" computers?)

           Rick Glazier

----- Original Message -----
From: "Ann Parker" <[log in to unmask]>

>      For the past week, almost immediately after starting my computer, a
> black screen with white writing comes up.  I have to push "any key" to
> get rid of it.  This is the message,
>
> "Cannot find a device file that may be needed to run Windows or a
> windows application.

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