I've been recently getting this message when I try to eject my external HD, I only use it for Time Machine backups. How do I stop this message form appearing?
It certainly looks like that disk was at some point partitioned. Open Disk Utility, click on the disk and look under the Partition panel. Disk Utility will show the current partition scheme, and whether you can repartition the disk without losing data. But back up your data onto another disk or your computer before trying that!
In the unlikely event this is just a glitch, you should certainly run Disk Utility Repair!