spsr.exe is the offending application. Before you do anything drastic, use the task manager to kill the spsr.exe process. That should shut it down and remove the skull-and-crossbones icon (if the icon doesn't dissapear try clicking on it and it should then go away).
Once you're sure killing spsr.exe gets rid of it, then you can get rid of it by:
1) use the registry editor to remove references to it from the registry.
2) Make sure it isn't in the "Start-up" folder of your start menu.
3) Search for spsr.exe on your hard drive and delete it. On my machine I found it in C:\WINDOWS.
WARNING: except for item 2, these actions can seriously screw-up your computer if you delete the wrong thing.
DOUBLE WARNING: this is what worked on MY MACHINE. It might not be the right thing for you to do and I haven't tested this on any other machine.