If it disappears when you hover over it, it usually means that the program/application terminated improperly. Check the startup tab in msconfig (Start | Run | type "msconfig"). Go through the list and see if there is something that you do not recognize. Uncheck the box and reboot. If there are multiple ones, uncheck one, reboot, and repeat if necessary. This will help you determine what exactly it is that is starting up on your system.
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I swear, troubleshooting is a science: the best discoveries are always on accident...