Go to the control panel under add/remove programs and see if some kind of program like "Carbon Copy" has been installed. If you haven't installed that program yourself, then get rid of it.

If you aren't hooked to a local area network, I can think of no good reason why you would get a message like that.

Also, in the Control Panel go into "Users and Passwords" and if you see an account for the one you've noticed being logged in, get rid of that.