What Does A "There is a user sharing this computer..." Window Mean?
Apparently, you've enabled File Sharing in the Sharing section of System Preferences. Someone on your network has connected to your computer, either as a registered user or as a guest. 

Unless this kind of access is absolutely required, it's good security practice to disable both File Sharing and the Guest user in System Preferences -> Sharing and System Preferences -> Accounts and Groups, respectively.