An analysis is presented of data returned from the Ulysses spacecraft on 28 July 2000, when it encountered a highly unusual event in the high-latitude solar wind. The event is identified as a class of structure previously found only near Venus and Earth. The event's characteristics are described, in terms of similarities and differences to previously reported events of this type. Several possible origins for the event are discussed. It is noted that some, but not all, of the behavior of the magnetic field and plasma parameters is consistent with mass loading of the solar wind. Assuming such a cause, an attempt is made to derive constraints on a putative cometary source's orbital parameters using a new technique that could be applied to similar events. The origin of the event, however, remains unidentified.