It refers to a partition on your disk that doesn't have a letter assigned.
Maybe the partition is unformatted... hard to say. You may be able to locate it in Disk Manager (Control Panel / Administrative Tools / Computer Management / Disk Management)... however, I would probably suggest not to take any hard actions (such as formatting the partition) just because of this error.
I'll try to reproduce the behavior and somehow silence this particular error.
It would probably be possible to put the volume into the list of exclusions - but right now I'm not sure how the corresponding mask should look like (whether including the \\?\ prefix or without, whether with the trailing backslash or without, whether with an appended asterisk or without... would have to try first).