It's a driver that windows is trying to load but cannot find. It is likely either being called from within the SYSTEM.INI file or from within the Registry. If you don't know which application installation/uninstallation caused this, there are two ways you might be able to get rid of it.
If you look in the C:\WINDOWS directory, you will find the SYSTEM.INI file. Search the file for any line containing "pelmouse.vxd" and, if it finds any, remark the lines out by placing a ; and a couple spaces at the beginning of the line.
If you don't see any reference to pelmouse.vxd in the SYSTEM.INI file (and most likely you won't) The other way to get rid of it involves editing the registry. I would seriously not recommend messing around in the registry unless you know what you are doing. You could make things much worse by changing keys you don't mean to change. If you feel comfortable modifying the registry, search it, like you searched the SYSTEM.INI file for a PELMOUSE.VXD reference... When you find it, make note of where the KEY is that contains it and remove the value for that key. Exit the registry and restart and the message should be gone.
