It looks like the SATA drivers for my nForce4-based motherboard causes Windows to believe that it is some kind of hot-swappable device, and it was by investigating the Nvidia driver files I finally found the solution. If you're experiencing the same problem with your nForce board under Windows XP or 2003 I'd expect one of these registry changes to fix it. To convince Windows to treat my SATA devices as non-removable I located the key
HKLM\SYSTEM\CurrentControlSet\Services\nvata64
in the registry and created a DWORD value named DisableRemovable with value 1 under it. For the 32-bit version of the Nvidia drivers, you'd create the same value under
HKLM\SYSTEM\CurrentControlSet\Services\nvata
Yes, I know I could have gotten rid of the notification area icon simply by instructing the taskbar to hide it. As far as I'm concerned using this taskbar feature is never a solution, it merely hides the symptoms of a problem. Besides, I still want that notification icon to appear when attaching devices that truly are removable.