|You have most likely got a piece of software running that has set up a virtual CD Drive.|
Applications such as UltraISO, MagisISO, PowerISO, Daemon Tools and others do this.
If this is correct then this virtual drive allows you to mount ISO images with burning the ISO to disc.
If you do not want the virtual drive to be set up, then go into the relevant application and there will be somewhere in the options/settings/configuration menu an option to turn it off.
☺ When everything else fails, read the instructions.