Hi,

If you are using COM interop, which I suppose you do since this this is a
interop newsgroup, the message box is due to COM apartment issues.
In short you are making a outbound call from a COM Single Threaded
Apartment, STA, but before this call has completed, another thread is
doing an inbound call to your apartment and since it is a STA this inbound
call is blocked by the Stub and Windows pops up this message box as
a possible last solution to this deadlock situation. (Normally the outbound
call has caused the inbound call and wont return until the inbound call
has completed which it never will since it is blocked by the STA)

Depending on your type of application there are many solutions to this
problem, search google or here for COM STA deadlock problems for
further help on this issue.