Windows XP SP2 added the security center to monitor firewall, automatic updates, and antivirus settings and to warn users when there is a problem. This is a good idea for the most part, since it gives a visual warning to the user when their antivirus or firewall have been disabled or changed.
However, what if your computer doesnt connect to the internet often enough to update your antivirus, or if you have purposely turned off the Automatic Updates feature. Maybe you dont want Windows to warn you each time you restart your computer or modify something.
I have had several instances where the Windows XP SP2 Security Alert balloons were more of a nuisance than anything else.