Windows98 Error Message

About three out of four time that my PC boots, Windows98 produces a blue screen with the following message:

THE VOLUME THAT WAS REMOVED HAD OPEN FILES ON IT. NEXT TIME FIRST CHECK TO SEE THAT THE VOLUME CAN REALLY BE REMOVED.

Does anyone haveany idea how to get rid of this message? I belive it is caused by the CDROMS. I have tried removing and reinstalling the CDROMS but nothing seems to work. Anyone have any ideas.

Thanks very much!