Machine asks for cd at logon screen

I downloaded the file from the Knoppix mirror onto my desktop but deleted it after finding out my friend already had it on cd. Now when I load my Windows XP at the logon screen where you select your user a screen comes up asking for a cd in a certain drive and to retry, cancel, or continue. Cancel and continue do nothing and retry just reads the drive again. I looked all over my computer but can find whats making it load up like that. Any help that can be provided I would greatly greatly greatly apreciate it. Thank you

This looks like a Windows error!

All I can suggest is a cold reset. That's to say, close down windows, turn off the computer, unplug the power, and try again in 5 minutes.

If that fails, you really should try a Windows forum -- there are plenty around, and I can't see that downloading Knoppix could have caused this.