Mystery Box in Expose (or what I think is expose)
If it's not the web browser, and you're sure you've quitted it (I'm sure you know on a Mac closing the window doesn't usually quit the application), then try this when you see another floating window:


Search Spotlight for Activity Monitor
Change the drop down menu to Active Processes or if not available choose My Processes
Sort by Real Memory Usage
File>Print the list and post it somewhere where we can see it


That will tell you every application and active daemon that is running actively so that we can check if anything is out of the ordinary.