just bought a new sony ericsson K810i

.....so far so good

....but there seems to be a slight glitch...dunno if i can call it one

....the thing is whenever i connect the phone to my PC for transferring files.....after all the transferring is done.. once i remove the USB cable ( after safely removing ) the phone prompts a warning sign saying "Warning! all content on the memory will be lost.. format anyway?" .....and i have to say no each and everytime this happens....wat is the problem....plzz help..thanks