I did not answer this before because you did not give enough details. I will venture a guess.
Is your computer on a server?
If you are not doing anything on the computer when you get that message, I would guess that a startup item is causing that.
If the message is the classic "Switch to" error message, what happened is that the focus was switched to a different program when Windows was not ready for it to be switched. Clicking on "Switch To" should get rid of the message and switch the focus with no problem.