Toolbar Taskbar Blip

Out of the corner of my eye I'm seeing a program open & close at the bottom of the screen. It is instantaneous and the icon is a grey square ( like a DOS program). When I shut down the pc I am also getting a notice of a program ending. I've run Ad-Aware, Spybot, AVG, CW Shredder and nothing found. When run Task Mgr there are no running programs showing? Any help would be appreciated. WindowXP sp2

Go here to download Hijack This. Then scan but do not fix anything yet. Save the scan to a log and then copy and paste the results of scan into a new thread in the Hijack This and Spyware removal forum

Thanks, Will do!