I have seen this on an X10 mini pro, it comes and goes and I'm not sure what it'd for. Nothing bad seems to come from ignoring it though. I think it's just something that happens with android from time to time. I have also seen it on my HTC Magic, but I have not been using it long enough to know if it's a consistent thing or not.
I had it on the Samsung Galaxy S and it was due to the fact it "wanted to know" if I wanted to import the contacts from it (wicked welcomes, Vodafone Live, Customer Service).
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