Check in your login items in Accounts preferences first but I doubt that's it as it does it at other times rather just startup.
Launch Airport Utility and go to Airport Utility/Preferences in the menu bar. Maybe you have the Airport Utility set to notify when there is an update for your Airport base station, or to monitor for problems. You can update the firmware by clicking the update button.
If it's set to open when it sees problems click the amber button next to Status - Warning in the Airport Utility main window to see what alert it's trying to tell you about.
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