KeePass: the "choose which drive database ..."

I am not sure what setting I chose, but there is now a spot that asks me to choose a drive where the database is kept. If I do not choose a drive, it shows a red x. I can still type in my password and it opens the database fine (it knows where it is) but if I choose a drive, then, the place to type in is greyed out and I have to manually then choose the database file to open.

Just wondering what others may have done to get rid of that option.

Earlier this week, I was playing around with the options so that when I started Keepass, it would ask for my password and it would open the database up automatically, and I don't recall that red x or the choose drive text being there at first, but now it is.

For some reason also, it didn't save my new entries at first, so I played around with the settings again, and that is when I first noticed the red x and message.