Cannot open volume for direct access

Ms Windows NT 4.0 workstation with service pack 6 install.During the boot up at the blue screen showing the current service pack installed and the number of processor is running. A message displayed “cannot open volume for direct access” for about 3second then the screen refresh to the statup menu of windows nt 4.0. How can I get rid of this message? Is this related with ActiveX? As the system starting up also display a warning message related with Microsoft Internet Explorer “This page provides potentially unsafe information to an ActiveX control. Your current security settings prohibit running controls in this manner. As a result, this page may not display correctly.” Internet Explorer version 6.0 is running in this system.