Do You have SATA drive? If you do they are considered hot swappable and the "Safely Remove Hardware" will remain in the Taskbar. Also if you have a card reader whether it has media in it or not you will see the "Safely Remove Hardware" notification then also. Some USB hubs will also do that and in your case your USB WiFi, so basically there is nothing wrong, if windows detects a SATA or USB device it will show the "Safely Remove Hardware" icon.
How can I stop this? I do not want to remove this adapter.
Do you ever actually use the wireless adapter? If not why not just remove it. It's not as if you can't just put it back in if you ever decide to start using it.
Unless you take it out, you're just going to have to live with the annoying windows notification.
Actually the "Safely Remove Hardware" icon if you click on it and tell it which device you want to remove, actually turns off the device. If for instance you have a pen drive inserted most of them have an LED and when you select to remove device it turns it off. You don't really want to do this with a card reader because you will have to restart the device to use it again.