Microsoft Windows thinks that you've attached two external disk drives to your computer. It therefore takes its default action, which in your case means that it copies pictures and videos to your PC.
If you cancel the dialog there should be an option to 'Take no Action' and make that the default for the device.
If you don't see that option:
Open Windows Explorer and right-click on the READER disk drive.
In Windows XP select 'Properties' at the bottom of the menu, then click on the autoplay tab. Select each type of content and set the default to 'Take no Action'and click on 'Apply'.
If you have Windows Vista or Windows 7 they have an entry called Open Autoplay on the right-click menu, which lets you do the same thing.
