Thats an easy fix.
What you want to do is navigate to the users profile located in C:\Documents and Settings\User Name
Once there you will want to look for the folder named 'send to.'
In it you will see shortcuts to your A: and D: and whatever else you have.
Simply delete the shortcuts and you're done!
If you don't see the file (it is hidden by default) you will have to make a quick change to the folder views. You can do that by clicking on 'Tools' > 'Folder Options' > 'View' Tab.
And click on View hidden files, and check OFF the 'View System Files' option. then hit OK.
For your convenience, check out the screen shot.