How do I get rid of this thing?

My new computer has an on-screen display that appears whenever you press caps lock, num lock, or scroll lock:

Damned OSD
Damned OSD

The problem is, when playing games like TF2, the appearance of this thing screws up the game.  The computer returns to the desktop and there’s no way to return to the game; I have to get into Task Manager and abort the game.  And the caps lock key is all too easy to hit accidentally.

I spent an hour Googling this and trying out control panel options, and I can’t even find what puts up this OSD, much less how to remove it.  So, does anyone recognize this thing and know how to blow it away?

It’s a Gateway PC (and a Gateway keyboard) running Windows Vista.   The widget has no properties and none of the tray icons seem to be associated with it.  I haven’t downloaded any interesting drivers.  I assume it’s a “feature” of Gateway since the keyboard has no indicators, but there’s no information about it in the Gateway docs.

Edit: it’s not BTTray, which I don’t even have on my computer.