Never had this problem but I recently had a problem with windows where when you hover your mouse over a program "googlechrome" would pop up, when I moved my mouse it was still there, when I opened google,msn or anything it would stay on top of everything.
A cracked sony vegas 10 was the cause of this. Uninstalled it, and I haven't had a problem since.
Maybe it's a program you have installed on your pc.