You may be able to *capture an screen image* using keyboard commands
for full-screen, or the other, to just box-in a selection to get message window.
commandshift3 *full screen*
commandshift4 drag/capture *specific area*
{If you have a way to host an image, you could post one here.}
The odd dialog box is not something I've experienced in a long time.
And don't recollect the probable cause I'd associated it with, then.
PS: is there anything in your user's startup apps file/folder that
may launch on startup, which could account for this? You may
also be able to see if Activity Monitor or Console shows any
activities in live viewing or in system logs, to account for it.
There may be a feature in Leopard 10.5.x lacking in an older OS
which does show a previous action, but on startup? Unlikely a
needed function, and there may be a way to turn it off, if so.
Good luck & happy computing! 🙂
+{ edited }+