strange wgasetup.exe ?

I have made my system dual boot with XP SP3 and PCLinuxOS using GRUB, they both are installed one different drives say XP SP3 is installed on A and PCLinuxOS is installed on B. Other than these things i am have installed Ashampoo Uninstaller 3 in XP SP3, i use it for setting an installation watcher. The problem that i am facing is that while booting in to windows I am getting an dialog box from installation watcher saying "D:\e4661ea49d09a930252000402\wgasetup.exe is trying to run,do you want to allow this?" If i ignore it and boot in to windows than i get same dialog box whenever i open any program. It's getting really frustrating now, i have checked about it and have found that it is related to Windows Genuine Advantage tool setup but e4661ea49d09a930252000402 is missing from my system, i just dont see it any where. I have tried changing view for showing hidden files and folder's but its not there. I am not sure but i think that it is some kind of virus, wanted to know if anyone here has come across it before or has any idea regarding it.

It seems to be a MS update for Windows Genuine Advantage. Generally Microsoft updates use temporary folders having names like e4661ea49d09a930252000402 or similar in root which sometime doesn't get deleted even after successful installation of the updates.

I will suggest you to go through "windows update.log" and check out if there is any record related to it. If there's nothing than you should check out Windows Update in installation history as well. I also wanted to know if you have got 'protected operating system files' unhidden. If yes than you wont be able to see plenty of files even when you have selected "Show hidden files and folders". Just check out the things i have mentioned and post back the details you will get so that i can have better idea of issue you are going through.

Yes go through windows update.log and see if you are seeing a file naming "windowsxp-kb905474enu-x86_de6cd4d37729f6079366b53cc3cdaa6ecafbb56f.exe -with "_de6cd4d37729f6079366b53cc3cdaa6ecafbb56f" there.
If yes than its just a new update released form MS. I think that it might have not got installed in your system because of which you are getting that error message. In order to get rid of it i will suggest you to do a system restore prior to 24th as KB905474 was released on that say itself, best of luck.

Jasonholt your directions are appearing right, i will do a system restore later and will let you all know if that fixes my issue, Thanks to all of you for your advice.