Thank you for your question.
One of the better explanations for how to disable this appears on this MCSE page:
"...How can I disable the balloon tips in Windows XP?
Whenever you connect or disconnect from the network in Windows XP a
small yellow pop-up balloon is displayed near the notification area
(tray). You can tweak XP and disable that feature: ...
A regiostry edit warning appears next, as you might expect, then
...Perform the following:
Go to HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Advanced
Create a new DWORD value called EnableBalloonTips.
Give it a decimal value of 0 (zero)
An easier way is:
Open Group Policy, then load the group policy you want to apply the change to.
Note: On a computer that is not a part of a domain you can set this
feature locally by running GPEDIT.MSC from the Run command (only on XP
Navigate to User Configuration > Administrative Templates > Start Menu & Taskbar
Double-click Remove Balloon Tips on Start Menu Items and select Enabled.
Ok all the way out.
To revert to the original configuration status you'll need to Disable
the same option, click Apply, and then set it to Not Configured..."
It also appears that the Power Toy control panel applet XP Tweakui
will do this as well (and free):
"...The most interesting PowerToy is TweakUI, which is now a
standalone executable instead of a Control Panel applet. TweakUI for
Windows XP builds on the features from previous versions of TweakUI
and adds new, much-needed XP-specific tasks. For example, you can
disable those annoying XP balloon tips, turn off taskbar button
grouping, and configure special shell folders such as CD Burning, My
Music, My Pictures, and My Videos. Unfortunately, this release is very
buggy and setting certain options resets and reorders desktop icons.
For more information, please read my review of the Windows XP PowerToys..."
You can download XP Tweakui here:
xp +network +status +balloon +"turn off" OR disable
I trust my research has provided you with a workable solution or two
for killing these pop-up balloons. If a link above should fail to work
or anything require further explanation or research, please do post a
Request for Clarification prior to rating the answer and closing the
question and I will be pleased to assist further.