Your SATAII hard drive supports hot plug. And so does your SATAII controller.
So Windows gives you the "Remove hardware" dialog to "dismount" the drive.
Problem is that if your OS is on the drive Windows will either give you a warning if you try it or it will do it anyway and crash.
(I don't have a system on hand here that supports it so I can't try it out. Anyone?
)
If this isn't a problem (OS and pagefile on another drive) you can use this to turn off the hard drive and remove it WHILE your system is running.
(Hence the name "hot plug".)
You can also add SATAII drives without turning your box off.
(Use the Windows storage manager to make partitions and assing drive letters or or it won't show in My Computer.)
As far as I know there is no way to turn of this feature. Maybe some registry hack?
But you should be carefull not to disable this feature systemwide.
Some MP3 players and other USB/firewire stuff need you to manually dismount them before pulling the cable out.
(My Creative Muvo HD-based MP3 player is an example)
One more note:
Windows is smart enough to not use thesame drive letter for multiple partitions.
So if you happen to stick in a drive with a partition letter already in use it will shift it to the next free letter.
(Handy when you need to salvage someone's data when their box won't boot anymore.
)
[EDIT] Someone beat me to it, I type too slow