I had the same problem when upgrading from 3.0 to 3.5 whats happening is IE is being launched in the background. I have an open ticket to address 3-1817876443 at tier 3.
This is what i have found that IE is being launched at boot by C:\windows\system32\svchost -k DcomLaunch
one was from ctfmon.exe and another java.exe
You can replicate this by launching iexplorer -embedding youll get your ghost bubble.
I have since then pulled back the deploy of version 3.5 until resolved.