But, I'm not sure why I should get the error in the first place - I've tried putting a DVD in the drive, and as expected, I don't get the error message. But, doing this once, re-starting WinSCP without the disk in the drive, doesn't prevent the error message from showing up the next time.
While not a fatal error, it is nonetheless annoying.
Suggestions? I've tried going through all the settings I can find (even in the registry), with no obvious clues.