"Windows file protection" warning box

I have this box on my screen, telling me that "files that are required for windows to run properly, have been replaced by unrecognised versions,to maintain stability windows must restore the original versions of these files. Its telling me to insert the cd, XP professional service pack 3.
I dont have this CD as Im pretty sure the computer downloaded the service pack from microsoft itself.
I decided to try to restore the computer to a previous point as there were no probs yesterday, but found that system restore was turned off?? why I dont know.
Although there is this warning box everything seems to working ok.
Any help would be appreciated, thankyou.

Do you have McAfee on your comptuer?

no, we use Symantec.The warning box ,we discovered, was only on my log in. and it has now dissapeared??computers, dont you love them lol