sgtray.exe is used by backup software. It sits in the
System Tray and monitors your backup activities, or lack
of them. The idea is to remind you to do a backup if you
haven't done so in a while.
It's not really necessary, and doesn't cause any problems
if you just click the End Now button in the dialog box.
If you like, you can stop it from loading by clicking
Start>Run and entering msconfig and clicking OK. Select
the Startup tab in the resulting window and scan down the
list for the line that loads sgtray.exe at Startup. Just
remove the check mark and restart the computer.
