I have Trillian Pro, nVidia quick settings, McAfee Virus Scan Enterprise, and Redchair Software's Riorad Manager (for my Karma mp3 player).
[EDIT: More details - Win XP Pro, IE6, Windows Update patched 100% ]
Yes ChrisTV Agent menu functions properly, but double clicking or clicking on any of the menu items (Launch, Scheduler, Config, About) causes this download window to appear.