A fatal exception!!!!!!!!!!

[countryboy]

I have been having this problem for a while now PLEASE HELP. I get this Error message opon start-up/restart, with a blue background:

The volume that was removed had open files on it - next time please check first to see if the volume can really be removed.

I press enter and I get this:

A fatal exception 0E has occurred at 0167:BFFGDFFF. The current application will be terminated.

* Press any key to terminate the current aplication
* Press CTRL+ALT+DEL Again to restart your computer. You will lose any unsaved info in all applications.

If I press "any" key I get a gray box with a system file or aplication name on it (ie LW Test) with a close button. When I press enter it goes back to the blue screen fatal exception error, I press enter or any key and I get another gray box with a different file or aplication. I do this till it locks up or restarts, and some times I just CTRL+ALT+DEL. When it restarts it may or may not happen again.
Can this be fixed? And if so how? Please HELP!

This does not happen all the time, sometimes 3 or 4 times in a row sometimes not for a week or more at a time.