Most likely, there is an unfinished install of some type.
Did you install a program recently?
The quickest way back is to do a System Restore to before it started this. If it has been doing this a long time, that probably won't help, if it just started, that is the first thing to try.
This annoying thing pops up and has to be closed at least a dozen times before it will stop. This occurs in all user profiles.
"There is no disk in drive. Insert a disk into the drive."
OS Win XP
Processor AMD Athlon 1333MHz
512 Meg RAM
60 Gig HDD
Home built (MoBo Abit KT7A)