"Safely Remove Hardware"??

On the bottom right hand side of my computer, a little icon has come up, "Safely Remove Hardware". When i click on it a box comes up with "Select the device you want to unplug or eject........"
WDC WD2500KS -00MJBO ATA Device is the "device" its asking me if i want to remove. Does anyone know what this is, and whether it would be recommended to remove it?
Any advice much appreciated.
WDC WD2500KS -00MJBO ATA Device is the "device" its asking me if i want to remove. Does anyone know what this is, and whether it would be recommended to remove it?
Any advice much appreciated.