This is because your Launchpad is currently in 'MSD mode' which allows it to appear a storage device so that you can get access to our onboarding videos. To take your Launchpad X out of 'MSD mode' and stop any prompts when it is connected plug in the USB cable while holding down the Capture MIDI button and then press the yellow pad in the centre-right of the grid so that it goes dim. You can then press play on the Launchpad, it will then no longer appear as a storage device.