I've got a customers Windows XP Professional machine which tells me the "Some tasks did not execute at their scheduled times because the Task Scheduler Service was not running. You can view the list of missed tasks and attempt to run them again, from within the Scheduled Tasks folder.".
But, according to the Services control applet, the task scheduler IS running, and I've been able to run the tasks in question (virus scan, defrag, etc.) manually with no problem.
Also have left the computer running constantly, but the popups keep occurring.