" Explorer User Prompt "

For the first time tonight, a window bearing the above title has begun to make regular appearances -it seems when things have gone slow, froze or the `connect` hasn`t happened. It can happen when I`m trying to screen an email, but not exclusively.

There are a couple of options in the window, something about a script prompt or titling, inputting the url...neither of which mean anything to me.

Question: why has this window started to appear, apparently out of the blue, and what significance does it have? Is it worth disabling, or does it have a useful function - if so, what?

Thoughts and comments appreciated.