Very good. This is the standard Connect to Server error dialog. At some point you tried to use a URL starting with file:// to map to a location. Let's start with the basics.
1: Select the Finder
2: From the Finder's menu, select Go > Connect to Server (last item in the Go menu)
3: When the Connect to Server dialog appears, do you have have an address starting with file:// present in the top box? If so, delete it from the Connect to Server dialog box.
Ok, that does not explain why this continues to appear. Normally, this is a user driven action and the failure alert will appear once and be finished. Let's look in places that can automate a server connection.
1: Go to the Apple menu and choose System Settings...
2: Select General from the sidebar
3: Select Login Items from the right panel
4: Do you have any items in the top box, labeled "Open at Login?" If so, what is up there.
5: Also look in the lower box labeled "Allow in the Background." What is listed there?
6: Between the two locations, does anything look like it could be the server mount? In the upper box, the icon should match the three silhouettes as in your screenshot.
Let's start there as this is the most common location for startup items.
However, I will also ask the following questions:
• Are you using backup or replication software that targets a specific external destination? For example, a product like GoodSync can map to server destinations so it might be possible that it has a bad URL.
• If you reboot the machine, does this alert appear immediately? Or does it start appearing after you launch a specific application.
Again, screenshots help. But DO NOT post screenshots that contain personally identifiable information.