I have several transports on auto-explore. One of them is entering the territory of Kraxis. When that happens the dialog window will pop up with him. If you click on "Very well. We will leave your lands peacefully." the dialog window immediately pops up again and keeps popping up as long as you click that option. The only way to stop the window from popping up is to declare war on him or kill the game from task manager.

I have uploaded the save file here

http://dl.dropbox.com/u/9175193/autoexploreships.EleSav

All you have to do is hit end turn and the dialog window will popup. The ship on the left of the screen when you load the save game should be the one causing the problem.