Right click your C: drive icon and select Open. Then, locate and delete a file called 'autorun.inf'. This is what's causing that.
(http://img.photobucket.com/albums/v496/xel123/autorun.jpg)
While this will fix your immediate problem, you still need to rescan your computer with several tools to ensure the problem is gone. I'll let one of the Malware Experts guide you through that.