Back in the day, when Windows XP was brand new and shiny, one of the New Features was the Desktop Cleanup Wizard. The idea was to help you keep your desktop tidy and un-cluttered.
Personally I never used it. I pride myself in maintaining a strict Desktop Clutter Policy and rarely allow any programs I install to take occupation on my desktop. Therefore I never needed the DCW, and could remove that annoying popup reminder all together.