When your computer is a bit busy, you might notice something like this while Windows Media Player is loading:
The icons in the upper right hand corner show while it is busy loading. A similarly dated prompt appears when there is an error accessing your CD or DVD drive:
Notice that this prompt does not use the Windows XP styles.
I have always thought that this is because the XP visuals are simply a layer over Windows 3.1 or Windows 2000 functionality. If a window gets stuck (as in the Windows Media Player example) then you can see the old layout before the XP one is rendered over it. This is obviously a waste of performance.
On the other hand, I think the CD/DVD error was simply forgotten and left as it was.