Those are over the Notification Area and can be removed. The one's over the
Task Bar and Quick Lauch, can't.
TweakUI/Taskbar/Uncheck Enable Balloon Tips
http://www.microsoft.com/windowsxp/pro/downloads/powertoys.asp
Or use this automated edit:
Disable Balloon Tips or Disable All (Row 11)
http://www.kellys-korner-xp.com/xp_tweaks.htm
Disable All includes: Balloon Tips, Folder Contents Info Tips, Explorer
Pop-Ups, Show Info Tips, Start Menu and Notification Area.
To use the Regedit: Save the REG File to your hard disk. Double click it
and answer yes to the import prompt. REG files can be viewed in Notepad by
right clicking on the file and selecting Edit.