I presume that this is an external USB device?
If so, the icon is perfectly normal behaviour. Although some manufacturers claim that USB is a hot-swappable standard, simply unplugging an external USB device such as a camera or hard drive will cause severe problems to the operating system.
Therefore, when an external USB device is connected, Windows displays an icon allowing you to tell the system that the device is about to be removed, before it is physically disconnected.
If your drivers were not properly installed, the icon would probably not appear.
Here is a workaround - click here