Windows 7: Strange Error Message in Event Viewer

I'm baffled at where to even begin on this. Everytime I shut down the machine, I see this pop up in the log next time it comes back up.

Session "Microsoft-Windows-Setup" stopped due to the following error: 0xC000000D

Now I've had a few BSOD's since getting it running a week ago, but I believe I've isolated that to a game that doesn't know what my graphics card is. My question is...why in the world would I get this everytime I shut the PC down normally?

Sorry let me add more info.

Win 7 Ultimate 64 Bit
AMD Phenom II X4 965 Black Edition
8 GB OCZ Black Edition RAM
Sapphire Radeon HD 5870
WD Caviar Black 1TB

I've found that for some reason, my HD does not show up as a physical drive in any software I use to try and check smart status. SMART is enabled in the bios, I'm wondering if this is a SATA driver issue?