Question about Warning W00040011

Please excuse me if I have missed something but I have already searched, and I've already found a bunch of stuff on the

W00040011 Please Insert the media marked Volume....  warning error.

But what I cannot figure out is:

When you get that screen, it gives you the option to Retry or Cancel but no option to browse or look for the Volume it is requesting.

This makes no sense! If it asks you to insert something, you'd think it would have a provision to do so. Can anyone help with this?

I've been trying to see if there is a way to redirect the path where it looks for this.

Thanks