When you install new software on your computer, Windows XP notifies you of the new software with a message when you shut down or start your computer. You can turn these messages of by right-clicking on the Start button and selecting 'Properties'. Click on the 'Start Menu' tab then click on the 'Customize' button. Select the 'Advanced' tab and uncheck the 'Highlight Newly Installed Programs' checkbox.
NOTE: This tip only works if you are using the Windows XP Start Menu and not the Classic Windows Start Menu.