It's been a while since, every now and then, I see a pop-up window appearing for a few milliseconds, that then disappears. I don't even have the time of reading what it says.
Any idea on what could that be?
Is it when you launch an application?
I have a similar behavior with jDownloader, and it seems to be the Firewall (Allowing the app to make a connection) popup.
I don't have a solution, it's still happening, but since I don't have any trouble using the app, I haven't looked further.
Since the app is based on Java, maybe OS X Lion notice (after showing the popup) that Java is allowed to connect and cancel the prompt. It's purely based on assumption and I wouldn't be surprise to be proven wrong but I can't find any other reason (since it's only with this, Java-based, app that it's happening)
Go to System Preferences>Security & Privacy>Firewall>Firewall Options and add an incoming service:
Save settings/close the lock...you are done.
Hmm, hard to tell without more detail.
The first thing to try and track down is which application is causing the windows to open. If you quit Safari (or whatever your browser is) and leave it closed for a while do the windows stop appearing?
If it's not your browser, you could try launching 'Activity Monitor' (found in the /Applications/Utilities folder) and try spotting processes that you don't recognise. it could be one of those.