“Does anyone know what this is about?”
Yes. You have not closed out SecureAccess and Safely Removed the USB drive prior to shutting down the machine.
If you’re running on a Windows 7 64 bit machine SecureAccess doesn’t close out completely when you close the window. I’ve found that on 64 bit versions of Windows 7 if you set RunsSandiskSecureAccess_Win.exe to run in Compatibility mode for Vista SP2 it works as it should.