Removable media can be a dangerous source of information leakage. On one hand, it may contain sensitive data which may be disclosed to unknown parties if stolen or lost while, on the other hand, it may contain viruses, malware and other malicious programs which can infect your system or network! You can block users from writing data to removable media, prevent them from reading data or running programs stored on removable media using Disk Policies.
In a network setup with domain controllers edit the Domain Group Policy but for a single computer system edit the Local Group Policy by typing gpedit.msc in the Start search text box.
In the Local Group Policy Editor, expand Computer Configuration and then Administrative Templates. Next expand System and Removable Storage Access.