Unexpected J drive on my computer, can not...

Hello, if you are wondering what the full title is, here it is: unexpected J drive on my computer, can not access it. (actual title without period)

I have been trying to install Edbuntu (one of the many Linux operating systems) for some point already. In the process, I end up with two copies of Ubuntu (another one of the many Linux operating systems), both of which are 10.04 LTS. Next, I go into Windows XP to see what's going on with my computer. However, things get suspicious when i get a unknown drive J. (For unknown, it has a icon of a drive with a question mark icon next to it and has no title.) I try accessing it, but I get an error message. It looks like this: (estimate)

You can not access this drive. Please try again.

At the time this was posted, the J drive icon has dissapeared. Because I run Edbuntu from the live CD, any changes that are made are wiped out as soon as the system is off, so the problem is on Windows XP's end. The icon is probably still out there in Edbuntu. I will look there. If I can't get into it, my prediction is that drive J is actually Linux files, but i'm not so sure.

If you see this question after this is solved, please do not reply. I still have a lot of questions in mind, so advice is welcome anytime for the other questions until they are solved.