That icon indicates that you have a microSD card inserted into your DSTT, but you didn't install the kernel properly. Why don't you describe in detail exactly what you're doing and I'll try to help you.
Also, answer the following questions: How big is your microSD card and did you format it in FAT16 or FAT32? What files are in the TTMENU folder that is at the top level of your microSD card? What is the file size of the TTMENU.DAT file that is at the top level of your microSD card?
-Bri