Windows 7: External HDD On Desktop Startup

Hi.I have windows 7 home premium 64bit,My music and photos are on an external hdd,Working well.
The only small niggle is when I start up the desktop the ext hdd brings up the auto open box on screen every time I start the pc,It's not causing any major prob I just click on the red cross and it closes down.
Is there a way to stop that box opening up every time the pc starts up or shall I leave well alone?
Many thanks in advance.

You could try this.

AutoPlay - Turn On or Off

Thanks for prompt reply,Will that option affect the auto coming up when I insert a sd card or a usb pendrive?
Thanks.

Yes it will. I have this option by default to prevent me getting infected with any virus that resides on friends or relatives pen drives, when they wish to share photos etc.

Will have a look at it Many thanks for the info.
Diolch from wales.