I think there might be an "autorun.inf" file on the disks. What this file does, is (in Windows XP, or when "always use autoplay" in Windows 7 has been selected), when you double click the drive, the autorun.inf file will be executed. Within the file, you can say that it has to open a certain .exe or whatever. Please try to follow the following steps to try and get rid of it.
In explorer, do a right click on one of the disks, and click "open" instead of autorun, or whatever is the first option.
Then, when you're on the disk, go to Tools -> Folder Options... -> View tab -> Show hidden files, folders and drives -> OK
Now check if there's a file there called "autorun.inf", if there is, delete it, and do the same for both drives. If there's not, once again go to folder options, and see if "Show hidden files, folders and drives" is still the selected value.
If not, it means that there's likely a virus on your computer that changed the registry so that you cannot show hidden files.
Also, if the first thing didn't work (right clicking a disk, and selecting open), step to the 2nd step (show hidden folders and files one), and then get one of those open dialogs, and see wether you can find the autorun.inf file in the root of the disks there. Just make sure to select "All Files ( * . * )" in the lower right corner of the open/save dialog.