Hi Reg & Pat,
What you need to check is the boot sequence in your bios settings. Depending on your computer, when you switch it on, you will have to tap the del or F8 or another key sequence to access the bios (Basic Input / Output System ).
Look in there for where your computer looks for the operating system such as Windows XP & etc. This may be set to USB then DVD then your computers HD. You can alter this setting to which ever suits you, I would suggest, HD, DVD, USB. Your computer will look directly at the computers HD first for the op system without searching the other drives. This may avoid the message your getting. Having said that, if you are pluging your external HD in after boot up, then your ops, i.e. windows will look at whats been pluged in and ask what you want to do with it. You may also get a message from your Anti virus to ask if you want it scanned. It isn't realy a problem to cancel the message and continue using the drive if it keeps on occuring. I don't normaly get that message if the external HD is switched on and connected before I switch on the computer. Its only if I put power to the external after bootup or plug it into the usb port.
Don't mess with your BIOS if you don't know what your doing, you could end up not being able to boot at all, just putup with the message and cancel it. The boot sequence of HD, DVD, USB isn't a problem to any one who knows how to boot a computer from a dvd drive or usb pen, they can easily access the bios to change the sequence to suit.There are other ways by editing the registry but I wouldn,t suggest that unless you know what your about. If your confident, just Google your problem and you will get more than one answer.
So don't worry about it if you can't get shut of the message, just cancel and continue using it or have it open explorer so you can see whats on the drive. Hope thats of help
Bri