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One of the most irritating “features” in Windows XP is the popup balloon dialog that tells you to clean your desktop. Here’s how you turn it off.
Right-click on the desktop and choose Properties, and then the Desktop tab, and then the Customize Desktop icon.
Now just uncheck the box for “Run Annoying Desktop Cleanup Wizard every 60 days”
That’s it. No more balloons. 
Interesting to know.