I might be wrong but I doubt this is a valid message from XP or your applications and services. I would run some anti-spyware programs to try and find out a bit more information.
I get this when I start up the laptop. Everything loads up normally, it's just that this pops up. I click the OK and go about my business. Doesn't seem to affect anything, mostly a nuisance. Its a small info window that is titled
" The requested control is not valid for this service"
Inside the "box" there is what appears to be a round red button with an X on it (which does nothing if you click on it) and the text is "ControlService", and of course the "OK" button