Hi boaber - this message appeared on my parents pc when i was fixing it earlier - and they are on UTV broadband. Think it said something like "choose which location you want to use for Network 3" - I think this is a VISTA thing where you choose what type of network you are using i.e. Public, Work or Home - but the "network 3" thing think is something to do with the number of the Network i.e public home or work.
Edit: someone on boards suggests it is the 3rd network setup on the computer i.e. Wireless, Lan and now a new one...