Windows XP (I'm guessing you have XP) was released before serial ATA drives came out, and it looks like this is a serial ATA drive. It's probably installed it thinking it's USB or something similar that you could remove and put back in. If it really worries you, try to get all the windows updates from the update site, or any update that mentions serial, SATA, WD or hard drives not being detected properly or go to
http://www.wdc.com and see if it's there. You could even seaerch their knowledge base and see what you can uncover.
For what it's worth, I can't imagine this actually being any problem, unless there seems to be something not working properly. The WDC site also has dowloadable tools for error checking that work well. If it doesn't bother you then I'd say just leave it and call your system eccentric.