probably an Anti-Virus program.

Windows 98 ? ME ? XP ?

Try going to your 'Start' menu, then run. Type regedit.
Make sure "My Computer", is highlighted, at the top. Now goto Edit, then find, and type a:\
And see if you find anything. If you do, just check each entry to see if you see anything you recognise, then delete it. Keep pressing F3 until you reach the end.

I found this sometimes works, as I had this about 6 months ago and it drove me mad. I found 3 entries in the registry, deleted them all, and never had it since. It turned out to be a document I saved to floppy, some weeks before, and it's MUICache entries were still there.

I am Windows XP (SP2).

I already contacted the support team of the antivirus I have. They told me how to cancel the option of the antivirus program checking the floppy drive. This did not solve the problem. I disabled the antivirus completely, but no avail.

OK, I opened the registration editor and found 2 enteries at HKEY_CLASSES_ROOT -> Protocols -> Handler -> Wia. Both enteries are of REG_SZ type, but I am not familiar with them. Would deleting them cause damage to my computer?

You can always rename them or export them to .REG files as backups, then delete it and see what happens.

Since I have very little technical experience, I prefer not to edit the registry but as last resort. Are there any other possible ways to track the cause of the problem?

Deleting them shouldn't hurt, but I would export them first.
Just highlight the main key on the left side of the window, NOT the actual a:\ entry, goto to File, then Export, Make sure "Selected Branch", is ticked at the bottom, and give it a name and save it somewhere. Do the same for any other entries.
Now reboot, and see if it helps. If not, simply double-click those saved files, and merge them back into the registry. If it does help, delete the save files.

Also, check your MUICache at this address in the registry.

[HKEY_CURRENT_USER\Software\Microsoft\Windows\ShellNoRoam\MUICache]

And see if anything points to the A:\ drive. If it does, delete it. You could just delete everything in that area, as it's only cache.

You can also create a manual SYSTEM RESTORE snapshot-> Accesories -> System Tools -> System Restore

Then, you can restore it at a later point if needed.

It worked! Thank you all very much!! 😀