Hello Rikku, welcome to the forums at Android Central!
I'm not sure I understand.
Do you mean the message that appears when you plug something to the headphones jack and try to raise the volume?
If so, I think rooting your device is the only way.
In Lollipop it appears to be removed (at least it doesn't happen on my Nexus 6). It does do that on my Moto X running Kit Kat. So if you have a phone/device that will be upgraded, that might solve it for you.