Drive Z appeared, what is it?

Mamais

Prominent
May 31, 2017
2
0
510
I backed-up some files from my SD Card using a memory card reader and a pop up box showed something like this.
"Please insert the last disk of the multi-volume set and click OK to continue"

After I finished backing up, Local Disk Z appeared.

Thinking it was a virus, I scanned my computer using Malwarebytes quick scan, but nothing was detected.

Pls help.
 

Mamais

Prominent
May 31, 2017
2
0
510


After I posted this I shut my computer down as it was late in the evening in my location and when I opened my computer again Drive Z disappeared. So I think that shutting down/restarting the computer helps. Thanks for your reply though.