I think I might have the same problem. Whenever I turn on or restart my computer I would hear the CPU running really loud and I would go into the Task Manager and see 2 Explorer.exe running under Processes with me (not the system) as the User Name. One of them runs at around 30-50 under CPU. I end that process and the CPU usage drops back to normal.
However I don't use Explorer but I don't get the pop ups or sound that you have.
So since that problem started I've just been going to the Task Manager and ended the Explorer.exe process whenever I turn the computer on.
Along with Norton I run Ad-Aware and that detects things that Norton doesn't and it has detected 2 high risk malware since I got it.
What can I do to fix this problem?
[edit: Clarified subject.]