Do you know which drive letter this is (it says harddisk 3). That could be Drive E:, but it depends upon your partitioning scheme.
In any event, Doubleclick on My Computer (the icon on your desktop).
Now, Right-Click on your hard drives listed there, one by one, and left click Properties. You'll see a window that comes up with tabs on the top. One of the tabs is labeled "Tools". Left click on that.
The top section of the Tools window says "Error Checking", and to the right is a button labeled "Check Now". Left click on that. Another window will come up. There will be two options. The top option is titled "Automatically Fix Errors". Click the checkbox next to that, then click Start.
Now, for your C: drive, it will tell you that it can't check that drive now because it's locked and will ask if you want to schedule it for the next bootup. Click on OK. For all other drives, you should be able to do the check while inside of Windows, unless your pagefile is on one of them. For any of them, if you get the message that it can't check until bootup, click OK.
Once all drives have been checked, see if the error message is gone.