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I have a strange symptom with in Windows 7: the D: removable disk in the screenshot below doesn't exist, if you click on it, it says 'Please insert disk'. You can't eject it, and it's not related to the other (E:) disk, added here simply for comparison.

Any ideas what this could be?

enter image description here

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Sounds like you have a device that has the ability to have removable media placed in it. I have a printer that supports something like this, and I have a similar, removable disk on my system I just ignore it. You can confirm this by removing all devices connected to your system except your keyboard and mouse. – Ramhound Mar 1 '13 at 14:38
up vote 2 down vote accepted

Do you have a card reader? What is generally occurring when you see this is that there is a controller that shows as a drive even when no media is present. One of my 4 in one card readers does this with 4 removable drives that show up as letters but have no disk until I insert a card.

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One of my card readers does this too, which is why the "Hide empty drives" option in Explorer is so useful. :) – Karan Mar 1 '13 at 18:12
@Karan - nice, I learned something today, good to know. Granted, I'm a die hard Total Commander user since Windows 3.0, so I use Explorer just about never. – AJ Henderson Mar 1 '13 at 18:42

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