Safely Remove Hardware in XP

[jhouse]

I've just installed XP this past week. But in the lower left hand corner of the tray bar. There is an icon that says "Safely Remove Hardware". How can I get this to stop.
I had to remove my usb zip drive to install the new software for it. Now every time I start up the icon shows up.

 

[jhouse]

In my post I tyed in "the lower left hand corner of the tray".
It should've been the right hand corner.

 

[jhouse]

Thanks Debaser.