Here is some information on it. It's not inherently a security issue but it could be the result of a virus or malicious program making changes to your system.

The User Profile Service failed the logon. User profile cannot be loaded. - Vista Forums
Error message when you log on to a Windows Vista-based computer by using a temporary profile: "The User Profile Service failed the logon. User profile cannot be loaded"

If you installed, updated or changed anything right before this happened, that was likely the cause.