By default, when you import Microsoft’s ActiveDirectory PowerShell module which ships with Server 2008 R2 and is a part of the free RSAT tools, it will import AD cmdlets and also install an AD: PowerShell drive.
If you do not want to install that drive, set a special environment variable:
$env:ADPS_LoadDefaultDrive = 0
Once this variable is present, importing the ActiveDirectory module will no longer auto-mount the AD: drive.