Computer asking for unknown file

If you have installed any programs right before this began happening, I would suggest uninstalling them and seeing if that resolves the issue - it may be a bad installation causing the problem, and reinstalling it may resolve it.

Otherwise, I would try the following in order:

1: Start > All Programs > Accessories > System Tools > Disk Cleanup - run this to get rid of any junk files on your system.  Look for an option to remove temporary files of any kind (internet, offline, etc) and check the box next to it.

2: My Computer > right click on Local Disk (C) > Properties > Tools tab > Error Checking - click the Check Now button, check both options it offers, and hit Start.  It will warn you that it can't run the scan unless you schedule it to do so when you reboot.  Allow it to do so, then reboot and let CHKDSK run.  When it's done, it'll load windows normally.

3: If you have any sort of security software installed, such as a malware scan or antivirus, update it and run it to see if it finds anything suspicious.  If you do not have one, look into a free antivirus such as Microsoft Security Essentials.  Make sure that you get the proper version for your system (x64 = 64bit, x86 = 32bit).

Under the Tools tab, you don't seen an option that says "Error-Checking" with the text "This option will check the volume for errors"?

Could you tell me what operating system you're using?  And if possible, post a screen capture of the point where you're running into the issue?