Warning Message

The only Network connection I have is to the Internet via
a Cable modem. A System Tray Icon shows that connection
is functioning (it is) but I keep getting a flashing
message from another System Tray Icon (Local Area
Connection), that says; 'Local Area Connection - A
Network Cable is Unplugged'. What could this possibly be
referring to and how do I turn it off. I have
tried 'Always Hide' in the Systems Tray Customization,
but it keeps coming back.

Any ideas?