Very annoying message I can imagine. One option to always consider is checking whether the computer is totally up to date with Microsoft patches. I can't find a 'known issue' on the Microsoft technet kbase, but this may be a problem which was fixed in XP SP3 or a later patch. Go to update.microsoft.com and check for updates to see if you're missing any (you have the control whether to install them or not).
Another option is to change the dependancy of the security center service to delay it starting. There's an article
here from Microsoft on this, but I'd be very careful about making such a change if you're not familiar with the windows registry!