Welcome to Adriel's SYSDUMP, these little short, seemingly random notes are things that I discovered and publish here hoping it might help someone else. Enjoy :)
Symptoms (at least that I experienced) :
Annoying pop ups that says “Please Insert the last disk of the Multi-Volume set and click OK to continue” come up when a certain flash drive or folder is being opened. Clicking OK and cancel does nothing as it comes back up again. Pop-ups can annoyingly stack.
Explanation :
In this case, the issue was that there was a “corrupted” zip folder in the root(or basically home) of the drive. Most likely (at least in my case) it was created when inserted into a Mac (which it should not do, but nevertheless), as Mac OSX creates hidden files for each file on a FAT32 formatted drive. These files store data like icon data, indexing data, and whatever stuff Finder feels like storing in there. Annoyingly, the file extension remains the same, and thus it looks like a corrupted .zip to Windows which it then can’t open because it’s not in a proper zip format.
Solution :
The solution thankfully is easy to solve. On Windows 8-10, open up File Explorer, click the "View" tab, and click the checkmark next to Hidden items.
Now open up your drive and you should see a bunch of semi-translucent files that has a file size of 5KB or less per file. Look for a .zip that is transparent looking and delete it.
MAKE SURE IT’S THE RIGHT FILE. DON’T DELETE THE GOOD ZIP.
Click cancel on that annoying popup, and it should no longer show up again.
This is the solution that worked for me. If it did not work for you, apologies! If you did find another solution, please share it in the comments and help others with this annoying problem.