fallenarch, I take it you're seeing this message immediately after switching on the PC and well before Windows starts. If that's the case then the PC is trying to boot using a network connection. When that fails, it eventually boots from the PC's hard disk and Windows starts normally. To rectify this, go into the PC's BIOS and check the "Boot Order". Make sure that network boot is the last item in the list.
If the thought of this makes you at all anxious then try phoning your PC manufacturer who should be able to talk you through it.