The new version of MSN Messenger has an annoying feature built into it called "nudges" which shake windows - designed to allow your contacts to get your attention.
Turn it off if you are using the new version and see if that helps.
If that isn't whats going on, you may have a virus. I know that one of the SomethingAwful goons wrote a program earlier this month to shake windows, but he didn't make it into a self-replicating virus or anything.
However, he gave the source away with it so someone could have done something dastardly.
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