Everything that can be removed while the system runs gets listed in the "Safe Removal" applet - not just USB devices.
phatrabt has it correct - these SATA drives are on hot swap capable SATA interfaces, and thus, they appear in the applet.
Don't be confused, it's all how it's supposed to be. (Except maybe that XP is stupid enough to even offer the system volume drive for removal - but then will refuse to actually do it when you try.)