|Do you use the computer to get on the internet? Apparently it's not connected via an ethernet cable so out of curiousity, how is it connected? Wireless? USB cable? Dial-up?|
Why don't you just install the ethernet driver & get it over with? It will NOT hurt your system in anyway to have it installed. You don't have to use the connection but once the driver's installed, it won't nag you anymore. If you insist on not doing that, you should reboot the system, enter the BIOS, find the setting for the network/ethernet port & disable it.
BTW, if your system is "having problems", it probably has nothing to do with this issue.