And if you've noticed you've received no replies from anyone.
This could be because your profile shows you are using a Mac but the box you are getting is on a Vista PC, which you belatedly added. I checked again with the person I know with a Vista PC and they said they have never seen this sort of problem but as you say their setup is such, after the installation routine, that they do not see this box.
If it is a virus it would be a Windows/Vista virus, but my guess is it is more likely to be a corrupted driver. But why guess, as I said earlier visit the Microsoft site since this is a Microsoft problem. You might very quickly find someone who has experienced the same issue.
The question regarding where you bought the phone was prior to your slowly releasing to us your whole story and people have posted issues here that turned out to be related to buying a knockoff iPhone. Windows has a long history with problems with drive assignments resulting in multiple devices being assigned the same drive letter which results in, well, the type of results that you are seeing. This is covered in this article:
http://support.apple.com/kb/TS1493
Sorry that you think I am unable to issue an informed answer, but I do admit I am not up to date on Windows viruses. But I do know enough to check with Windows sites or virus sites to try to find that sort of information. I'll back out now, maybe someone else will wander along. There won't be any Apple developers who answer, they aren't on this site and they do not write Microsoft code. You can send your problem here to see if they can find a Windows solution:
http://www.apple.com/feedback/iphone.html
Good luck, and if you post somewhere else please remember to post all the relevant information the first time.