That's a normal Application crash. Thje crash dialog will normally say "We have created an error report that you can send to us. We will treat the report as confidential and anonymous", It has this altered text if the executable is signed by Microsoft.
otherwise, it's normal. Microsoft Feeds Synchronization (part of IE that is run through task scheduler to update RSS feeds) crashed.
Surely, you've seen a program crash before?
Or is your confusion because the message asks you to "tell microsoft about this problem" or that it encourages you to send an error report?
That's like running a program a person wrote that says "drop me a line to let me know what you think" only to learn that the person has died, and then wondering "well then why does the program tell me to send them an E-mail?"
Windows XP fell out of support, but the OS doesn't know that. They aren't going to release a final update that scours the product for anything that implies it is still supported and remove it. It's up the user to not be a yogurt.
