As it only occurs when you put your mouse over the adverts that appear at the bottom of the, "Friends List" window. (auto pop up out of the pop up blockers control ... stupid i know)
If its not that then ... its likely just to come up for like a month or so then change or go away.
It could be the windows live news. Somewhere in the msn options is a way to disable it, or there used to be. Mine hasn't done that for ages. But like Tom said it could be the ad at the bottom and its not always World of Warcraft for example atr the moment mine is capital one.