Open regedit (Start > Run : Type "regedit" minus the quotes)
Scroll down to HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run
And kill ICQ. If it isn't there, check the StartUp menu in Explorer under X:\Documents and Settings\All Users\Start Menu\Programs\Startup and X:\Documents and Settings\%Your.User.Profile.Name%\Start Menu\Programs\Startup.
If not there, open ICQ and go ICQ > Preferances > Connections and uncheck "Launch ICQ on StartUp"
To tell Win2k that one of your drives is removable go Start > Settings > Control Panel > Administrative Tools > Computer Management. Go down to Storage and have a play around there. I suggest looking under "Removable Storage".
If you can't find an option there go to My Computer > Properties > Hardware > Device Manager.
Go down to Disk Drivers and check the options under there. If you can't find anything there to IDE ATA/ATAPI Controllers and check there.
I don't have a removable hdd so I'm guessing. Make sure you have the correct drivers installed if it needs them but I've never heard of a HDD that needs drivers.