Interesting, I wonder if that's a GNOME Nautilus thing. I did my from a ssh login (wasn't running GNOME) so I didn't see any pop up messages.
I do know that GNOME use to automatically try to open up new file systems as they were mounted (depending on your settings). For example, if you plug in a thumb drive, GNOME will often automatically try to open it. When the livecd creator runs, it creates and mounts a new file system which GNOME is probably detecting and trying to show.