If you get this error then you probably had Desktop pointing to x: drive and moved the files to somewhere else (by right-clicking Desktop, selecting Properties and clicking Move). 
One of the registry settings wasn’t updated by the move. 
HKEY_CURRENT_USERSoftwareMicrosoftWindowsCurrentVersionExplorerUser Shell FoldersDesktop
This probably still has a value of x:desktop. Change it to %USERPROFILE%Desktop
Note: x refers to a previous location.
this totally worked! i have been trying to figure the problem out for two months and the information provided was very helpful. thank you so much!!!
Thanks for the comment. Please keep visiting for more and more information.
I’ve been looking for the answer to this for a long, long time. Today I had downloaded some files from my cell phone’s SD card and this message started popping up constantly and I decided I HAD to find the answer. I used the information above and realized it was pointing me to C:Documents and Settings[MY USER NAME]Local SettingsTemp. I deleted those temporary files and the pop-ups stopped! Of course you’ll need to exchange “MY USER NAME” for yours.
when I went into the registry, the desktop folder was already named this, and it still does not work. any ideas?