For all of you who had read a thread about someone stating that he could run exe's without the SP2 warning and have ran his example might have a exe installed in their startup folder named gfy[1].exe and will show up a screen like this
on your desktop when you reboot your computer.
I was surprised at first but later realized that from the name of the proggy where it came from. So if any of you see this just delete gfy[1].exe from your startup folder. i guess he should have atleast told us what his script does and how to remove it instead of just scaring people like me when they reboot.