It really is the speech recognition applet. Whenever you click options it tries to come to the foreground. But the game wants to stay fullscreen so there is a short fight going on. Nothing bad happens though. Just annoying.
Or you have the game installed into C:\Program Files (or similar x86 folder), and you are trying to save a game file in to the Scenario folder or save a screenshot. Then User Account Control is popping up a message to ask your approval because Windows wants to prevent that. If this takes too long before acknowledgement then this goes away and whatever you tried to do fails to work. To avoid that install the game into a folder outside of c:\Program Files (whatever)
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