For the red X

REGEDIT4

[-HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\DriveIcons]
[-HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\DriveIcons\c]
[-HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\DriveIcons\c\DefaultIcon]

Next you will need to create the repair registry fix to do that copy and paste ALL of the above in the quote box to a notepad file. Ensure there is no space above the REGEDIT4.
Then in notepad go to FILE > SAVE AS and in the dropdown box select SAVE AS TYPE to ALL FILES
Then in the FILE NAME box type fix.reg
This will create a fix.reg file on your desktop
http://img127.imageshack.us/img127/433/regtg8.jpg

Make sure the top box is set to DESKTOP

To use this file you will need to right click the icon and select merge, accept the warning if it appears and you are done.

We didn’t remove anything that would turn on the notification. The wgalogon.dll is legitamate and was there from the start. Did you install KB905474 from MS sometime?

http://www.mydigitallife.info/2006/06/28/official-ways-to-disable-or-manually-uninstall-the-microsoft-windows-genuine-advantage-notifications-from-microsoft/

“This file is a legitimate Windows oeprating system file. It used as part of Windows Genuine Advantage and alerts when you are using an unvalidated Microsoft product”