Hm. Yep my best guess would be that it's the autorun file... although I'm not entirely sure. I have a flashdrive that does something similar, and I believe it was one of these files like autorun or BOOTEX that I deleted to make it stop.
I still don't even get why we can't just buy normal flashdrives
[EDIT] Wow I got 1000+ REP... I thought I got a star? lol =D