You get it when Microsoft sends you automatic updates. They include a file that checks to see if your copy of WINDOWS is genuine or not. If it is not, then it automatically installs the blue star icon in your task bar and frequently tells you that you are running a COPY of WINDOWS.
To stop this happening again do the following.
1. Download and run the program that lotvic (above) has supplied. (IT WORKS)
2. The next time Microsoft send you updates, click on the 'Custom install'option in the download box. This will show all updates that are about to be installed on your PC. Just look for the Windows Genuine Advantage update. Then, either remove it, or check the box next to it to stop it being installed.