The box is likely a window related to Pingus. If you can work out what process owns the window then it should be fairly straightforward to get rid of it - just kill the process and the window will disappear. There might be some trial and error involved in deciding which process owns the window, but it seems probable from your description it will be called
Open up System Monitor, look on the processes tab, select a likely victim and click on End Process. If the box disappears you've chosen wisely ;) You may need to reboot the first time if you end up killing a few processes (if it's not
pingus), but as long as you remember the name when you find the correct one your should be fine after that.