If you see it every now and then, no it's not a problem. Something happened (maybe the computer crashed) which left a flag on the drive saying it was "dirty" (all pending writes hadn't yet been completed). Windows is checking all the files on the disk to clean up any stray fragments.
If you see it every time, then yes you have a problem. Are you by chance turning the computer off with the power switch, instead of shutting it down via the Start menu?