There could be a plugin causing this, though I have never heard of such thing. Which plugins are you using?
Does anybody have access to either your wp-admin or your database?
The way it uses an alert box makes me think that it is someone’s attempt at hacking your website… though that is only due to previous experience with hackers (though anyone clever would obviously make it look like an error rather than a hacker.
SmartLinks
Akismet
All in One SEO Pack
Antivirus
Blogger to WordPress
CommentLuv
Contact Form 7 <– my most recent add
Feedburner FeedSmith
Filosofo Old-Style Upload
Google Custom Search Plugin
Hot Linked Image Cacher
NextGEN Gallery
NoFollow Free
Official StatCounter Plugin
SexyBookmarks
Subscribe To Comments
TweetMeme Retweet Button
Wibiya Toolbar
WordPress Automatic Image Hotlink Protection
WP Greet Box
The only person with access is a professional mom blogger who was helping me a few weeks ago with my template. She has not logged in recently. I did change all password almost immediately after the first odd message.
I meant the only person other than myself.