Could it be "Waiting to be written to the CD"?.
XP comes with packet writing, and if the D drive is a burner, any files
dragged or pasted to the drive invoke the writing mechanism. You should be
able to tell by accessing the File menu, which will have an entry like
"Write these files to CD". If so, just delete them and all should be well.
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For some reason there's a bubble message that appears on the desktop, which
he says has been there since the game
install yesterday. I can't recall the exact wording, but the message goes
something like this:

'Your files are waiting to be sent to your CD-Rom (D:\)' ...and it points to
a cd icon in his tray.

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