When logging in as a limited user, the following message appears if "Remove items from Dock" is not enabled for the account:
"You have inserted a disk containing volumes that Mac OS X can read. To continue with the disk inserted, click Ignore"
This happens when more than one volume is present and the user has limited security options, as configured in Accounts preferences by an administrator user.
You can dismiss this alert by clicking Ignore, as the message states. It is not a cause for concern, but may appear each time the user logs in.