Does the box appear on the bottom right corner of the screen? If so this is probably because at some point you have said yes to an option that asked you if you wanted to be alerted when nrw updates are available, most of the time it's a pain so just click the x and it will go away. I'm not sure if you can disable this. It will reappear each time you boot up your p.c. Hope this will help you?
Any new programme installed in XP will remain highlighted as a new programme until you actually use the programme no matter how long it has been installed.
to turn it off
right click the start button and select properties
click the customize button
click advanced tab
uncheck the highlght newly installed programs box