i think the Etk cd is the one you dont have to have the cd in the drive for. This one looks through a database thats installed on the computer.
The error message shows up when you click the etk icon, its a bland looking message window that has those words and then an ok button on bottom left.
i bet you would see it if you removed your db file.... if thats true, i might have a corrupted cd.
not to mention, when it creates the shortcuts, the address are written wrong with missing quotation marks. once corrected, things run as they should, yet the error message shows up.