using windows 8, message says problem with this drive
This problem occurs is most frequently because you didn't safe eject the device (in this case, your iPod) from your computer. The message will continue to appear every time you plug in your iPod until you click it (the message), and then click "Scan and fix". Windows will run a program called CHKDSK in the background, which will fix any problems with your iPod's storage. It's very unlikely that you will lose data when you do this as CHKDSK is specifically designed to find and fix problems with data.

To prevent the message occurring in future, you should safely eject the device. This basically lets the device know that you want to unplug it, so it can finish communicating with Windows and save any data to its storage. If you just pull the cable out without first telling the iPod what you're about to do, it might still be half-way through transferring some data. To safely eject the iPod, refer to this Apple Support article: http://support.apple.com/en-is/HT201646

Note: Even if you weren't actually transferring data when you unplugged it, if you don't safely eject it, the device will know it wasn't correctly unmounted from the computer before being removed and will tell Windows next time you plug it in, causing that message to pop up. Also, unlike what angus batkin said, it's definitely not a bug in Windows.