Java HotSpot Virtual Machine

When I boot up my computer, I get a window titled "Java Virtual Machine Launcher" with the message: "Could not find the main class. Program will exit." It's a Windows XP operating system. I don't understand what it means, that the "program will exit", because I simply "x" out of the window and go about my business. I can still use the computer, but it may be keeping me from being able to access the internet via my DSL wireless network adapter. I'm a novice and don't have any clue as to what the problem may be.